Invesco S&P 500 Value with Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.93% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1937 | 7.81 | |
| 0.1063 | 28.04 | |
| 0.9755 | 294.00 | |
| 5.4602 | 9.73 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
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