V-Lab
Invesco QQQ Trust Series 1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:19.51% (-0.45%)
Analysis last updated: Monday, December 23, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2699 | 4.76 | |
| 0.0878 | 47.67 | |
| 0.9959 | 1104.11 | |
| 9 | 6.86 |
Estimation Period:
Mar 10, 1999 to Dec 20, 2024
Mar 10, 1999 to Dec 20, 2024
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