V-Lab
Invesco QQQ Income Advan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
12.55%
decreased by 0.49%
1 Week
13.14%
increased by 0.10%
1 Month
14.58%
increased by 1.54%
Analysis last updated: Friday, August 21, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 17, 2024 to Aug 21, 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 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1354 | 3.48*** |
α ARCH Response to squared shocks | 0.1461 | 2.45** |
β GARCH Volatility persistence | 0.7885 | 12.40*** |
Spline Coefficients
K=1
| γ1 | 0.0813 | 0.57 |
Persistence:
0.935
Half-life:
10 days
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