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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 1999 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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