Invesco Nasdaq Internet ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.93% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 15.11 | |
| 0.0198 | 5.69 | |
| 0.8993 | 281.56 | |
| 0.1136 | 14.69 |
Estimation Period:
Jun 13, 2008 to Feb 13, 2026
Jun 13, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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