Invesco ESG Nasdaq Next Gen 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.59% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 4.89 | |
| 0.0000 | 0.00 | |
| 0.9181 | 189.10 | |
| 0.1206 | 8.36 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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