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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7722	3.89***
α ARCH Response to squared shocks	0.0434	0.72
β GARCH Volatility persistence	0.7133	3.26***

γ₁	-7.5783	-1.95*
γ₂	12.3921	2.20**
γ₃	-6.4871	-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