Invesco Nasdaq Biotechnology ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.61% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7611 | 12.98 | |
| 0.0541 | 11.72 | |
| 0.9819 | 334.87 | |
| 20.7878 | 0.67 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
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