Consider the following sequence of operations, assuming that F: is a USB thumb drive with plenty of disk space.

C:\Users\Bob\Downloads> copy readme.txt F:\
        1 file(s) copied.
C:\Users\Bob\Downloads> copy Update.iso F:\
The parameter is incorrect.

Why is the second file copy failing?

The hint is the file extension: *.iso, which suggests that this is a CD or DVD image, and DVD images have the feature that they tend to be really big.

Like more than 4GB big.

USB thumb drives tend to be formatted with the FAT32 file system rather than with NTFS. And FAT32 has a maximum file size of 4GB minus one byte.

The user confirmed that the Update.iso file was larger than 4GB and that the USB thumb drive was formatted as FAT32.

Mind you, the error message doesn't help at all in identifying that this is what's going on. I don't know where it's coming from, but my guess is that somewhere inside the copy command, it tries to create the destination file and set its file size. Since the file size is out of range for FAT32, the call fails with the error ERROR_INVALID_PARAMETER, and that's what ends up bubbling out to the user.

But at least now you know what the confusing error message is trying to tell you.