Invesco Nasdaq Biotechnology ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.85% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 7.87 | |
| 0.0589 | 13.53 | |
| 0.9234 | 157.76 |
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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