V-Lab
V-Lab
Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:11.40% (-0.24%)
Analysis last updated: Friday, September 26, 2025 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 GJR-GARCH
paramt-stat
ω0.029017.42
α0.02385.84
β0.8984346.86
γ0.133518.84
Estimation Period:
Mar 10, 1999 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts