Invesco Nasdaq 100 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.89% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 9.02 | |
| 0.0000 | 0.00 | |
| 0.9045 | 180.40 | |
| 0.1280 | 9.99 |
Estimation Period:
May 28, 2021 to Feb 13, 2026
May 28, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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