Invesco Dorsey Wright Consumer Cyclicals Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.84% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.59 | |
| 0.0930 | 40.07 | |
| 0.8882 | 359.17 | |
| 0.6956 | 25.25 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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