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{name} Model Equation

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Parameter	Value	t-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***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ Trust Series 1 Analyses