Invesco Nasd 100 Equal ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7888 | 1.06 | |
| 0.0000 | 0.00 | |
| 0.9404 | 3.43 | |
| 15.1259 | 2.83 | |
| -22.3843 | -3.25 | |
| 8.3040 | 1.77 | |
| 0.1512 | 0.04 | |
| -2.1524 | -0.78 | |
| 4.1853 | 1.72 | |
| -7.7011 | -2.98 | |
| 6.3084 | 3.38 |
Estimation Period:
May 27, 2021 to Feb 6, 2026
May 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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