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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0306	18.26***
α ARCH Response to squared shocks	0.0250	6.48***
β GARCH Volatility persistence	0.8989	356.43***
γ leverage Additional response to negative shocks	0.1277	18.57***

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Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ Trust Series 1 Analyses