Invesco Dorsey Wright Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.23% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3096 | 6.15 | |
| 0.1070 | 32.39 | |
| 0.9889 | 522.41 | |
| 8.6687 | 5.69 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
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