Invesco Dorsey Wright SmallCap Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.95% (+7.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9673 | 5.55 | |
| 0.1135 | 6.44 | |
| 0.8131 | 33.12 | |
| 0.0207 | 1.88 | |
| -0.0293 | -2.25 |
Estimation Period:
Jul 19, 2012 to Feb 6, 2026
Jul 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Dorsey Wright SmallCap Momentum ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs