Invesco Dorsey Wright SmallCap Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.38% (+5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3181 | 9.73 | |
| 0.0950 | 19.77 | |
| 0.9684 | 222.41 | |
| 8.4459 | 3.36 |
Estimation Period:
Jul 19, 2012 to Feb 6, 2026
Jul 19, 2012 to Feb 6, 2026
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