Invesco Nasdaq 100 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.13% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 17.71 | |
| 0.0000 | 0.00 | |
| 0.8887 | 267.77 | |
| 0.1701 | 19.63 |
Estimation Period:
Jun 16, 2011 to Feb 13, 2026
Jun 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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