Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.46% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0323 | 4.72 | |
| 0.0891 | 47.14 | |
| 0.9954 | 976.84 | |
| 8.5476 | 7.31 |
Estimation Period:
Mar 10, 1999 to Feb 20, 2026
Mar 10, 1999 to Feb 20, 2026
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