Invesco Dorsey Wright Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.58% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 4.49 | |
| 0.1983 | 14.38 | |
| 0.9682 | 600.24 | |
| -0.1087 | -8.09 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Dorsey Wright Momentum ETF Analyses
Other EGARCH Analyses on ETFs