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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7103	51.76***
γ leverage Additional response to negative shocks	0.2806	27.68***
λ₁ tau intercept Baseline long-term coefficient	0.0523	1.21
λ₂ forecast adj. Forecast performance sensitivity	0.0914	2.25**
λ₃ tau persistence Long-term factor persistence	0.8601	10.77***

V-Lab

Invesco QQQ Income Advan ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ Income Advan ETF Analyses