Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
29.49%
increased by 1.05%
1 Week
29.39%
increased by 0.95%
1 Month
29.03%
increased by 0.59%
Analysis last updated: Tuesday, July 7, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 18.17 | |
| 0.0252 | 6.55 | |
| 0.8990 | 357.44 | |
| 0.1273 | 18.44 |
Estimation Period:
Mar 10, 1999 to Jul 2, 2026
Mar 10, 1999 to Jul 2, 2026
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