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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0814	7.18***
α ARCH Response to squared shocks	0.0870	5.13***
β GARCH Volatility persistence	0.6775	19.96***
γ leverage Additional response to negative shocks	0.1360	2.84***

V-Lab

Invesco QQQ LOW Vltility ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses