Invesco Nasdaq Next Gen 100 ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.96% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 9.55 | |
| 0.1003 | 17.84 | |
| 0.8794 | 134.27 |
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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