Invesco ESG Nasdaq 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.73% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 7.25 | |
| 0.0000 | 0.00 | |
| 0.9022 | 158.70 | |
| 0.1420 | 8.70 |
Estimation Period:
Oct 28, 2021 to Feb 13, 2026
Oct 28, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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