Invesco ESG Nasdaq Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.67% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9915 | 2.82 | |
| 0.0356 | 1.00 | |
| 0.8571 | 8.12 | |
| -0.7428 | -1.26 | |
| 1.2502 | 1.56 | |
| -0.6649 | -2.17 |
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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