Invesco Nasdaq Next Gen 100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.60% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8058 | 12.92 | |
| 0.0881 | 14.71 | |
| 0.9802 | 445.32 | |
| 16.6357 | 1.70 |
Estimation Period:
Oct 13, 2020 to Feb 13, 2026
Oct 13, 2020 to Feb 13, 2026
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