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V-Lab

Invesco QQQ Trust Series 1 MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

20.19%

decreased by 1.76%

1 Week

20.43%

decreased by 1.52%

1 Month

21.26%

decreased by 0.69%

Analysis last updated: Tuesday, July 21, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 1999 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0507
9.10***
α

ARCH

Response to squared shocks

0.2471
43.60***
β

GARCH

Volatility persistence

0.7338
188.82***

Persistence:

0.981

Half-life:

36 days