V-Lab
Invesco QQQ Trust Series 1 APARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:18.00% (-1.07%)
Analysis last updated: Wednesday, May 8, 2024 at 09:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 28.26 | |
| 0.0926 | 26.99 | |
| 0.9066 | 338.91 | |
| 0.6224 | 16.09 | |
| 1.1369 | 28.03 |
Estimation Period:
Mar 10, 1999 to May 3, 2024
Mar 10, 1999 to May 3, 2024
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