Invesco Dorsey Wright Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.99% (+8.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1759 | 8.06 | |
| 0.1230 | 8.41 | |
| 0.8428 | 50.84 | |
| -0.0190 | -1.54 | |
| 0.0503 | 2.68 | |
| -0.0460 | -4.54 |
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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