Invesco Nasdaq Future Gen 200 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.53% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1794 | 4.98 | |
| 0.0220 | 2.68 | |
| 0.8931 | 72.89 | |
| 0.0540 | 2.16 |
Estimation Period:
Oct 13, 2022 to Feb 13, 2026
Oct 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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