Invesco Nasdaq Next Gen 100 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.54% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 2.79 | |
| 0.1444 | 18.98 | |
| 0.9693 | 351.07 | |
| -0.1104 | -13.17 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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