Invesco Nasdaq FRE C F A ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.23% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 6.61 | |
| 0.0904 | 5.86 | |
| 0.8401 | 40.39 |
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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