Invesco Nasdaq Next Gen 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.15% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 7.93 | |
| 0.0008 | 0.20 | |
| 0.8899 | 173.74 | |
| 0.1623 | 12.12 |
Estimation Period:
Oct 13, 2020 to Feb 13, 2026
Oct 13, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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