V-Lab
V-Lab
Invesco QQQ Trust Series 1 MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:16.45% (-0.65%)

Analysis last updated: Wednesday, May 8, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 MF2-GARCH
paramt-stat
m61
α0.00000.01
β0.8521231.92
γ0.177247.96
λ10.01926.65
λ20.09835.28
λ30.890544.23
Estimation Period:
Mar 10, 1999 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts