V-Lab
Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:21.76% (-0.84%)
Analysis last updated: Monday, April 22, 2024 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 16.31 | |
| 0.0246 | 6.18 | |
| 0.9015 | 346.99 | |
| 0.1273 | 18.19 |
Estimation Period:
Mar 10, 1999 to Apr 19, 2024
Mar 10, 1999 to Apr 19, 2024
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