V-Lab
Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.55% (+0.32%)
Analysis last updated: Tuesday, November 5, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0356 | 6.57 | |
| 0.0952 | 9.21 | |
| 0.8718 | 67.40 | |
| -0.2978 | -6.96 | |
| 0.4732 | 7.31 | |
| -0.2481 | -4.85 | |
| 0.0882 | 1.66 | |
| 0.0153 | 0.28 | |
| -0.0440 | -0.86 | |
| 0.0077 | 0.21 |
Estimation Period:
Mar 10, 1999 to Nov 1, 2024
Mar 10, 1999 to Nov 1, 2024
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