Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, November 10th, 2026
1 Day
40.00%
increased by 1.54%
1 Week
39.06%
increased by 0.60%
1 Month
35.93%
decreased by 2.53%
Analysis last updated: Monday, November 9, 2026 at 10:23 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 1999 to Nov 6, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 19 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1399 | 7.12*** |
| αARCH | 0.0979 | 9.21*** |
| βGARCH | 0.8672 | 66.58*** |
Spline Coefficients
K=7
| γ1 | -0.2332 | -6.53*** |
| γ2 | 0.3869 | 7.30*** |
| γ3 | -0.2353 | -6.24*** |
| γ4 | 0.1214 | 3.03*** |
| γ5 | -0.0267 | -0.62 |
| γ6 | -0.0275 | -0.66 |
| γ7 | 0.0126 | 0.42 |
0.965
Persistence19d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1399 | 7.12*** |
α ARCH Response to squared shocks | 0.0979 | 9.21*** |
β GARCH Volatility persistence | 0.8672 | 66.58*** |
Spline Coefficients
K=7
| γ1 | -0.2332 | -6.53*** |
| γ2 | 0.3869 | 7.30*** |
| γ3 | -0.2353 | -6.24*** |
| γ4 | 0.1214 | 3.03*** |
| γ5 | -0.0267 | -0.62 |
| γ6 | -0.0275 | -0.66 |
| γ7 | 0.0126 | 0.42 |
Persistence:
0.965
Half-life:
19 days
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