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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0424	3.69***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8937	53.60***
γ leverage Additional response to negative shocks	0.0794	1.98**

V-Lab

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