Invesco Dorsey Wright Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.02% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 19.65 | |
| 0.0419 | 4.11 | |
| 0.8643 | 148.12 | |
| 0.1435 | 12.17 |
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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