Invesco Nasdaq Biotechnology ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.05% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 5.57 | |
| 0.0176 | 3.48 | |
| 0.9308 | 184.65 | |
| 0.0642 | 4.97 |
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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