Invesco Nasdaq Biotechnology ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.65% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 2.00 | |
| 0.1094 | 14.02 | |
| 0.9786 | 269.08 | |
| -0.0577 | -7.67 |
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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