Invesco Nasdaq 100 Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.63% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5419 | 5.21 | |
| 0.0779 | 2.44 | |
| 0.8381 | 13.75 | |
| -1.3735 | -4.90 | |
| 2.0712 | 4.79 | |
| -1.3878 | -2.83 |
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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