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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0488	33.41***
α ARCH Response to squared shocks	0.2181	60.54***
β GARCH Volatility persistence	0.7606	204.96***
γ leverage Additional response to negative shocks	0.2413	34.63***
δ power Transformation power	0.7234	21.02***

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Invesco QQQ Trust Series 1 Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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