Invesco ESG Nasdaq 100 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.61% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 2.92 | |
| 0.1113 | 12.22 | |
| 0.9583 | 201.50 | |
| -0.1397 | -16.96 |
Estimation Period:
Oct 28, 2021 to Feb 6, 2026
Oct 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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