Invesco Nasdaq 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.98% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 8.63 | |
| 0.0000 | 0.00 | |
| 0.8896 | 169.84 | |
| 0.1668 | 11.36 |
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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