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V-Lab

Invesco QQQ LOW Vltility ETF GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

13.03%

decreased by 0.25%

1 Week

13.00%

decreased by 0.28%

1 Month

12.93%

decreased by 0.35%

Analysis last updated: Saturday, August 8, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Invesco QQQ LOW Vltility ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2024 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0502
6.82***
α

ARCH

Response to squared shocks

0.0582
4.17***
β

GARCH

Volatility persistence

0.8648
40.16***

Persistence:

0.923

Half-life:

9 days