Invesco Dorsey Wright Consumer Cyclicals Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.02% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 9.76 | |
| 0.1710 | 34.98 | |
| 0.9761 | 901.32 | |
| -0.0904 | -22.28 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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