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V-Lab

Invesco QQQ Trust Series 1 GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

23.30%

decreased by 1.21%

1 Week

23.36%

decreased by 1.15%

1 Month

23.55%

decreased by 0.96%

Analysis last updated: Monday, July 20, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 GARCH

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

With persistence 0.990, volatility shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0257
17.06***
α

ARCH

Response to squared shocks

0.0976
42.68***
β

GARCH

Volatility persistence

0.8928
394.16***

Persistence:

0.990

Half-life:

71 days