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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0503	27.95***
α ARCH Response to squared shocks	0.1290	30.57***
β GARCH Volatility persistence	0.7653	212.28***
γ leverage Additional response to negative shocks	0.1642	20.44***

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Invesco QQQ Trust Series 1 Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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