Invesco Nasd 100 Equal ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.91% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 3.06 | |
| 0.0000 | 0.00 | |
| 0.9683 | 168.28 | |
| 0.0359 | 3.33 |
Estimation Period:
May 27, 2021 to Feb 13, 2026
May 27, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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