Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.69 | |
| 0.0239 | 5.88 | |
| 0.8979 | 344.30 | |
| 0.1323 | 18.80 |
Estimation Period:
Mar 10, 1999 to Feb 13, 2026
Mar 10, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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