Invesco QQQ Trust Series 1 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.65%
decreased by 0.69%
1 Week
17.88%
decreased by 0.46%
1 Month
18.62%
increased by 0.28%
Analysis last updated: Friday, May 22, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1094 | 6.97 | |
| 0.0980 | 9.25 | |
| 0.8669 | 65.90 | |
| -0.2489 | -6.73 | |
| 0.4089 | 7.44 | |
| -0.2414 | -6.02 | |
| 0.1154 | 2.71 | |
| -0.0130 | -0.29 | |
| -0.0441 | -1.02 | |
| 0.0260 | 0.87 |
Estimation Period:
Mar 10, 1999 to May 22, 2026
Mar 10, 1999 to May 22, 2026
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