Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.17% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1253 | 4.74 | |
| 0.0893 | 48.08 | |
| 0.9955 | 1,011.71 | |
| 8.5335 | 7.42 |
Estimation Period:
Mar 10, 1999 to Dec 5, 2025
Mar 10, 1999 to Dec 5, 2025
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