Invesco QQQ Trust Series 1 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:15.76% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8511 | 216.61 | |
| 0.1799 | 47.91 | |
| 0.0151 | 7.09 | |
| 0.0694 | 5.21 | |
| 0.9218 | 63.28 |
Estimation Period:
Mar 10, 1999 to Dec 5, 2025
Mar 10, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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