Invesco Dow Jones Industrial Average Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.22% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0016 | -0.55 | |
| 0.2496 | 23.20 | |
| 0.9524 | 325.06 | |
| -0.1298 | -16.80 |
Estimation Period:
Dec 16, 2015 to Feb 6, 2026
Dec 16, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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