Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.04%
decreased by 0.51%
1 Week
15.35%
decreased by 0.20%
1 Month
16.47%
increased by 0.92%
Analysis last updated: Friday, May 22, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 17.73 | |
| 0.0242 | 6.21 | |
| 0.8985 | 351.54 | |
| 0.1307 | 18.93 |
Estimation Period:
Mar 10, 1999 to May 22, 2026
Mar 10, 1999 to May 22, 2026
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