Invesco Dorsey Wright SmallCap Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.12% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8042 | 121.67 | |
| 0.1897 | 31.13 | |
| 0.0070 | 2.67 | |
| 0.0187 | 3.96 | |
| 0.9782 | 177.08 |
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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