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

V-Lab

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

Volatility Prediction for Tuesday, July 1st, 2025:15.93% (-0.22%)

Analysis last updated: Monday, June 30, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0470	6.61
$α$	0.0986	9.12
$β$	0.8668	65.44
$γ_{1}$	-0.2804	-6.95
$γ_{2}$	0.4516	7.49
$γ_{3}$	-0.2506	-5.45
$γ_{4}$	0.1050	2.17
$γ_{5}$	-0.0008	-0.02
$γ_{6}$	-0.0382	-0.80
$γ_{7}$	0.0082	0.25

Estimation Period:
Mar 10, 1999 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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