V-Lab
Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:11.54% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2053 | 4.85 | |
| 0.0892 | 49.08 | |
| 0.9957 | 1,085.85 | |
| 8.6387 | 7.49 |
Estimation Period:
Mar 10, 1999 to Sep 26, 2025
Mar 10, 1999 to Sep 26, 2025
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