Invesco ESG Nasdaq 100 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.67% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8174 | 68.04 | |
| 0.1789 | 21.53 | |
| 0.1390 | 0.92 | |
| 0.0866 | 0.83 | |
| 0.8317 | 4.36 |
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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