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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6181	2.30**
α ARCH Response to squared shocks	0.0469	4.10***
β GARCH Volatility persistence	0.9536	50.23***
ν DF Student-t tail thickness	6.2450	0.45

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