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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7447	3.59***
α ARCH Response to squared shocks	0.0403	0.66
β GARCH Volatility persistence	0.7216	3.02***

γ₁	-8.7598	-1.95*
γ₂	14.0487	2.17**
γ₃	-7.0815	-2.50**

V-Lab

Invesco QQQ LOW Vltility ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses