Invesco Dorsey Wright SmallCap Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.65% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 2.66 | |
| 0.1092 | 32.20 | |
| 0.8339 | 214.08 | |
| 1.0596 | 25.44 |
Estimation Period:
Jul 19, 2012 to Feb 6, 2026
Jul 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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