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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0417	6.56***
α ARCH Response to squared shocks	0.0337	3.59***
β GARCH Volatility persistence	0.8926	46.67***
γ leverage Additional response to negative shocks	0.4631	3.00***
δ power Transformation power	2.0389	6.50***

V-Lab

Invesco QQQ LOW Vltility ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses