Invesco ESG Nasdaq Index ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.89% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1882 | 4.69 | |
| 0.0452 | 10.23 | |
| 0.7575 | 28.70 | |
| 1.8025 | 17.61 |
Estimation Period:
Nov 15, 2021 to Feb 6, 2026
Nov 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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