Invesco QQQ Trust Series 1 EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.14%
decreased by 1.78%
1 Week
28.02%
decreased by 1.90%
1 Month
27.60%
decreased by 2.32%
Analysis last updated: Friday, June 12, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 8.40 | |
| 0.1697 | 33.93 | |
| 0.9773 | 825.43 | |
| -0.1054 | -20.81 |
Estimation Period:
Mar 10, 1999 to Jun 12, 2026
Mar 10, 1999 to Jun 12, 2026
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