Invesco Dorsey Wright SmallCap Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.00% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 17.26 | |
| 0.1084 | 24.64 | |
| 0.8425 | 154.28 |
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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