V-Lab: Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 29th, 2025:12.84% (-0.16%)

Analysis last updated: Friday, September 26, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0773	6.67
$α$	0.0991	9.27
$β$	0.8675	66.75
$γ_{1}$	-0.2704	-6.78
$γ_{2}$	0.4381	7.35
$γ_{3}$	-0.2472	-5.48
$γ_{4}$	0.1067	2.23
$γ_{5}$	-0.0005	-0.01
$γ_{6}$	-0.0503	-1.06
$γ_{7}$	0.0264	0.81

Estimation Period:
Mar 10, 1999 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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