Invesco Dorsey Wright SmallCap Momentum ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.05% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 21.57 | |
| 0.0925 | 14.54 | |
| 0.8768 | 141.44 | |
| 0.7440 | 10.57 | |
| 1.0462 | 26.18 |
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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