Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.35% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.69 | |
| 0.0239 | 5.90 | |
| 0.8980 | 344.60 | |
| 0.1320 | 18.77 |
Estimation Period:
Mar 10, 1999 to Feb 20, 2026
Mar 10, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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