V-Lab
V-Lab
Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:17.60% (+0.76%)

Analysis last updated: Tuesday, November 5, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 GAS-GARCH-T
paramt-stat
ω4.27934.79
α0.088247.50
β0.99591112.76
ν96.72
Estimation Period:
Mar 10, 1999 to Nov 1, 2024