Invesco Nasdaq Biotechnology ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.12% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1301 | 7.39 | |
| 0.0560 | 2.94 | |
| 0.9240 | 35.55 | |
| 0.0139 | 0.98 |
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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