Invesco ESG Nasdaq Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.88% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1465 | 3.02 | |
| 0.0000 | 0.00 | |
| 0.8878 | 31.84 | |
| 0.0436 | 2.34 |
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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