V-Lab
Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:19.09% (-0.89%)
Analysis last updated: Wednesday, May 8, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2069 | 7.27 | |
| 0.0953 | 9.19 | |
| 0.8736 | 69.04 | |
| -0.1844 | -5.49 | |
| 0.3138 | 6.23 | |
| -0.2031 | -6.08 | |
| 0.1206 | 3.56 | |
| -0.0481 | -1.38 | |
| -0.0095 | -0.36 |
Estimation Period:
Mar 10, 1999 to May 3, 2024
Mar 10, 1999 to May 3, 2024
News Impact Curve
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