Invesco ESG Nasdaq Next Gen 100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.81% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8285 | 12.07 | |
| 0.0742 | 14.05 | |
| 0.9820 | 454.65 | |
| 13.3775 | 1.76 |
Estimation Period:
Oct 27, 2021 to Feb 13, 2026
Oct 27, 2021 to Feb 13, 2026
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