Invesco Nasdaq 100 Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.76% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1664 | 5.83 | |
| 0.1090 | 7.26 | |
| 0.8582 | 46.96 | |
| 0.0238 | 2.29 | |
| -0.0311 | -2.42 |
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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