V-Lab
Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.23% (-0.56%)
Analysis last updated: Tuesday, November 5, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 16.74 | |
| 0.0245 | 6.15 | |
| 0.9007 | 347.23 | |
| 0.1280 | 18.33 |
Estimation Period:
Mar 10, 1999 to Nov 1, 2024
Mar 10, 1999 to Nov 1, 2024
News Impact Curve
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