V-Lab
Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:15.18% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2970 | 4.88 | |
| 0.0889 | 49.16 | |
| 0.9958 | 1,112.62 | |
| 8.6343 | 7.53 |
Estimation Period:
Mar 10, 1999 to Jun 27, 2025
Mar 10, 1999 to Jun 27, 2025
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