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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7545	3.74***
α ARCH Response to squared shocks	0.0424	0.70
β GARCH Volatility persistence	0.7121	3.13***

γ₁	-8.2116	-1.97**
γ₂	13.3312	2.21**
γ₃	-6.8967	-2.59***

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