Invesco QQQ Trust Series 1 MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.82%
decreased by 0.38%
1 Week
16.56%
increased by 0.36%
1 Month
18.70%
increased by 2.50%
Analysis last updated: Friday, May 22, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.01 | |
| 0.8510 | 217.42 | |
| 0.1777 | 48.52 | |
| 0.0170 | 6.92 | |
| 0.0763 | 5.25 | |
| 0.9140 | 57.46 |
Estimation Period:
Mar 10, 1999 to May 22, 2026
Mar 10, 1999 to May 22, 2026
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