Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.00%
decreased by 1.65%
1 Week
28.58%
decreased by 2.07%
1 Month
27.19%
decreased by 3.46%
Analysis last updated: Friday, June 12, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1093 | 6.99 | |
| 0.0967 | 9.09 | |
| 0.8685 | 66.13 | |
| -0.2473 | -6.71 | |
| 0.4068 | 7.43 | |
| -0.2413 | -6.06 | |
| 0.1175 | 2.78 | |
| -0.0176 | -0.39 | |
| -0.0354 | -0.81 | |
| 0.0165 | 0.53 |
Estimation Period:
Mar 10, 1999 to Jun 12, 2026
Mar 10, 1999 to Jun 12, 2026
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