Invesco Dorsey Wright Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 1.99 | |
| 0.1212 | 29.84 | |
| 0.8549 | 219.15 | |
| 0.6005 | 14.27 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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