Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.16%
decreased by 1.48%
1 Week
30.05%
decreased by 1.59%
1 Month
29.64%
decreased by 2.00%
Analysis last updated: Friday, June 12, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 18.15 | |
| 0.0252 | 6.53 | |
| 0.8990 | 356.47 | |
| 0.1273 | 18.43 |
Estimation Period:
Mar 10, 1999 to Jun 12, 2026
Mar 10, 1999 to Jun 12, 2026
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