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V-Lab

Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

23.76%

decreased by 1.42%

1 Week

23.85%

decreased by 1.33%

1 Month

24.19%

decreased by 0.99%

Analysis last updated: Monday, July 27, 2026 at 09:22 PM UTC

Date Range:

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to

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2Y ·

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10Y ·

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graph of Invesco QQQ Trust Series 1 GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 1999 to Jul 24, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 153 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 8.59 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.0903
4.71***
α

ARCH

Response to squared shocks

0.0885
46.70***
β

GARCH

Volatility persistence

0.9955
994.48***
ν

DF

Student-t tail thickness

8.5911
7.24***

Persistence:

0.995

Half-life:

153 days