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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1181	7.06***
α ARCH Response to squared shocks	0.0966	9.12***
β GARCH Volatility persistence	0.8684	66.29***

γ₁	-0.2416	-6.66***
γ₂	0.3987	7.41***
γ₃	-0.2389	-6.16***
γ₄	0.1187	2.88***
γ₅	-0.0202	-0.46
γ₆	-0.0342	-0.80
γ₇	0.0170	0.55

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco QQQ Trust Series 1 Analyses