Invesco Nasdaq 100 Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.10% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8280 | 113.20 | |
| 0.2034 | 34.52 | |
| 0.0132 | 2.80 | |
| 0.0360 | 3.40 | |
| 0.9549 | 71.39 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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