Invesco Nasdaq 100 Index ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.25% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 2.19 | |
| 0.0778 | 18.68 | |
| 0.8853 | 134.21 | |
| 0.8381 | 17.20 |
Estimation Period:
May 28, 2021 to Feb 6, 2026
May 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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