Invesco Nasdaq 100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.88% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9917 | 7.44 | |
| 0.0827 | 15.16 | |
| 0.9810 | 343.02 | |
| 9.2328 | 2.64 |
Estimation Period:
Oct 13, 2020 to Feb 13, 2026
Oct 13, 2020 to Feb 13, 2026
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