Invesco Nasdaq 100 Index ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.67% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 0.25 | |
| 0.0985 | 20.05 | |
| 0.8714 | 198.08 | |
| 0.7461 | 7.40 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Nasdaq 100 Index ETF Analyses
Other AGARCH Analyses on ETFs