Invesco Dorsey Wright SmallCap Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.86% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1249 | 20.87 | |
| 0.0333 | 3.39 | |
| 0.8328 | 122.66 | |
| 0.1573 | 10.24 |
Estimation Period:
Jul 19, 2012 to Feb 13, 2026
Jul 19, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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