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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6104	2.35**
α ARCH Response to squared shocks	0.0464	4.07***
β GARCH Volatility persistence	0.9511	47.04***
ν DF Student-t tail thickness	6.3683	0.41

V-Lab

Invesco QQQ LOW Vltility ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses