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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0305	18.18***
α ARCH Response to squared shocks	0.0252	6.55***
β GARCH Volatility persistence	0.8990	357.30***
γ leverage Additional response to negative shocks	0.1272	18.43***

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Invesco QQQ Trust Series 1 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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