Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.47% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 17.71 | |
| 0.0239 | 5.89 | |
| 0.8977 | 343.83 | |
| 0.1326 | 18.83 |
Estimation Period:
Mar 10, 1999 to Feb 6, 2026
Mar 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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