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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0462	6.32***
α ARCH Response to squared shocks	0.0587	4.05***
β GARCH Volatility persistence	0.8698	39.07***
γ leverage Additional response to negative shocks	-0.0264	-0.39

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Invesco QQQ LOW Vltility ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses