Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.33%
decreased by 1.11%
1 Week
23.37%
decreased by 1.07%
1 Month
23.54%
decreased by 0.90%
Analysis last updated: Thursday, April 2, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 17.69 | |
| 0.0237 | 5.84 | |
| 0.8981 | 344.50 | |
| 0.1323 | 18.81 |
Estimation Period:
Mar 10, 1999 to Apr 2, 2026
Mar 10, 1999 to Apr 2, 2026
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