Invesco ESG Nasdaq Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.61% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0000 | 0.00 | |
| 0.8431 | 153.05 | |
| 0.1281 | 19.95 | |
| 0.0295 | 0.36 | |
| 0.0153 | 1.76 | |
| 0.9635 | 14.78 |
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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