Invesco S&P 500 LOW VLT IDX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.29% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6225 | 8.11 | |
| 0.1042 | 23.91 | |
| 0.9621 | 195.00 | |
| 5.0954 | 6.93 |
Estimation Period:
Jan 24, 2012 to Feb 13, 2026
Jan 24, 2012 to Feb 13, 2026
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