Invesco Dorsey Wright SmallCap Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.64% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9912 | 5.76 | |
| 0.1147 | 6.36 | |
| 0.8031 | 30.71 | |
| 0.0314 | 2.39 | |
| -0.0587 | -2.61 |
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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