Invesco ESG Nasdaq 100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.83% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0355 | 7.40 | |
| 0.0666 | 12.45 | |
| 0.9806 | 313.80 | |
| 9.2036 | 2.05 |
Estimation Period:
Oct 28, 2021 to Feb 13, 2026
Oct 28, 2021 to Feb 13, 2026
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