V-Lab
Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:16.49% (-0.65%)
Analysis last updated: Friday, May 10, 2024 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 16.29 | |
| 0.0245 | 6.15 | |
| 0.9016 | 347.05 | |
| 0.1271 | 18.17 |
Estimation Period:
Mar 10, 1999 to May 10, 2024
Mar 10, 1999 to May 10, 2024
News Impact Curve
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