V-Lab
Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:23.34% (-0.99%)
Analysis last updated: Monday, December 23, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 16.92 | |
| 0.0249 | 6.31 | |
| 0.9013 | 350.97 | |
| 0.1260 | 18.12 |
Estimation Period:
Mar 10, 1999 to Dec 20, 2024
Mar 10, 1999 to Dec 20, 2024
News Impact Curve
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