Invesco Nasdaq Future Gen 200 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:26.95% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1694 | 26.74 | |
| 0.0545 | 9.19 | |
| 0.9467 | 91.71 | |
| 23.6149 | 0.26 |
Estimation Period:
Oct 13, 2022 to Feb 13, 2026
Oct 13, 2022 to Feb 13, 2026
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