Invesco Nasdaq FRE C F A ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.38% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 4.83 | |
| 0.0000 | 0.00 | |
| 0.8586 | 50.76 | |
| 0.1527 | 3.43 |
Estimation Period:
Dec 6, 2023 to Feb 13, 2026
Dec 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Nasdaq FRE C F A ETF Analyses
Other GJR-GARCH Analyses on ETFs