Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.19% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.66 | |
| 0.0239 | 5.86 | |
| 0.8980 | 343.01 | |
| 0.1325 | 18.81 |
Estimation Period:
Mar 10, 1999 to Dec 5, 2025
Mar 10, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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