Invesco Nasdaq FRE C F A ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.71% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 1.32 | |
| 0.0974 | 7.04 | |
| 0.9366 | 99.17 | |
| -0.1593 | -9.22 |
Estimation Period:
Dec 6, 2023 to Feb 6, 2026
Dec 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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