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Invesco Nasd 100 Equal ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.33% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 12:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Invesco Nasd 100 Equal ETF S0GARCH
paramt-stat
ω1.78881.06
α0.00000.00
β0.94043.43
γ115.12592.83
γ2-22.3843-3.25
γ38.30401.77
γ40.15120.04
γ5-2.1524-0.78
γ64.18531.72
γ7-7.7011-2.98
γ86.30843.38
Estimation Period:
May 27, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts