Invesco S&P 500 Enhanced Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:158,131.42% (+19,652.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1020 | 1.61 | |
| 0.1252 | 6.02 | |
| 0.9990 | 2,407.23 | |
| 2.0000 | 6,802.72 |
Estimation Period:
Oct 9, 2015 to Feb 12, 2026
Oct 9, 2015 to Feb 12, 2026
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