Invesco Nasdaq 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.70% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0151 | 4.33 | |
| 0.1046 | 4.90 | |
| 0.8749 | 35.63 | |
| -0.0029 | -0.20 |
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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