Invesco Nasdaq 100 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.72% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 2.25 | |
| 0.1241 | 14.90 | |
| 0.9600 | 202.62 | |
| -0.1470 | -16.87 |
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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