V-Lab
Invesco QQQ Income Advan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
16.72%
decreased by 1.36%
1 Week
16.76%
decreased by 1.32%
1 Month
16.84%
decreased by 1.24%
Analysis last updated: Monday, July 27, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 17, 2024 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 11 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1330 | 3.43*** |
α ARCH Response to squared shocks | 0.1405 | 2.36** |
β GARCH Volatility persistence | 0.8008 | 12.62*** |
Spline Coefficients
K=1
| γ1 | 0.0811 | 0.52 |
Persistence:
0.941
Half-life:
11 days
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