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V-Lab

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

22.81%

increased by 0.78%

1 Week

22.75%

increased by 0.72%

1 Month

22.55%

increased by 0.52%

Analysis last updated: Tuesday, July 21, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco QQQ Trust Series 1 S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 1999 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 19 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=7
γ1-0.2443
-6.70***
γ20.4027
7.43***
γ3-0.2401
-6.12***
γ40.1180
2.83***
γ5-0.0188
-0.42
γ6-0.0352
-0.81
γ70.0171
0.55

Persistence:

0.965

Half-life:

19 days