Invesco Nasdaq 100 Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.03% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5990 | 8.81 | |
| 0.0744 | 14.64 | |
| 0.9778 | 281.53 | |
| 10.1128 | 2.00 |
Estimation Period:
May 28, 2021 to Feb 13, 2026
May 28, 2021 to Feb 13, 2026
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