Invesco Nasdaq Biotechnology ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.57% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1985 | 7.59 | |
| 0.0550 | 2.91 | |
| 0.9233 | 34.16 | |
| 0.0609 | 1.40 |
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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