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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7661	3.74***
α ARCH Response to squared shocks	0.0428	0.70
β GARCH Volatility persistence	0.6981	2.92***

γ₁	-7.6261	-1.72*
γ₂	11.8710	1.77*
γ₃	-3.7829	-0.79

V-Lab

Invesco QQQ LOW Vltility ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ LOW Vltility ETF Analyses