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

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

Volatility Prediction for Monday, December 8th, 2025:17.10% (-0.63%)

Analysis last updated: Friday, December 5, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0852	6.82
$α$	0.0988	9.23
$β$	0.8665	65.42
$γ_{1}$	-0.2639	-6.84
$γ_{2}$	0.4298	7.47
$γ_{3}$	-0.2466	-5.73
$γ_{4}$	0.1107	2.43
$γ_{5}$	-0.0062	-0.13
$γ_{6}$	-0.0444	-0.97
$γ_{7}$	0.0212	0.66

Estimation Period:
Mar 10, 1999 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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