Invesco Nasdaq Biotechnology ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.04% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 5.95 | |
| 0.0551 | 13.16 | |
| 0.9288 | 173.53 | |
| 0.3777 | 10.02 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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