Invesco Dorsey Wright Consumer Cyclicals Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.50% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1562 | 10.04 | |
| 0.0881 | 29.83 | |
| 0.9861 | 645.35 | |
| 9.9894 | 4.30 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
Other Invesco Dorsey Wright Consumer Cyclicals Momentum ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs