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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6855	4.05***
α ARCH Response to squared shocks	0.1211	12.09***
β GARCH Volatility persistence	0.9736	170.99***
ν DF Student-t tail thickness	5.6733	3.59***

V-Lab

Invesco QQQ Income Advan ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ Income Advan ETF Analyses