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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0418	4.15***
α ARCH Response to squared shocks	0.0081	0.87
β GARCH Volatility persistence	0.8934	53.30***
γ leverage Additional response to negative shocks	0.0663	1.61

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Invesco QQQ LOW Vltility ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses