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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1146	7.04***
α ARCH Response to squared shocks	0.0967	9.11***
β GARCH Volatility persistence	0.8683	66.08***

γ₁	-0.2443	-6.70***
γ₂	0.4027	7.43***
γ₃	-0.2401	-6.12***
γ₄	0.1180	2.83***
γ₅	-0.0188	-0.42
γ₆	-0.0352	-0.81
γ₇	0.0171	0.55

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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