Invesco ESG Nasdaq Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.47% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9345 | 2.80 | |
| 0.0298 | 0.89 | |
| 0.8421 | 5.72 | |
| -0.8963 | -1.47 | |
| 1.6653 | 1.91 | |
| -1.6346 | -2.47 |
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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