Invesco Dorsey Wright Consumer Cyclicals Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.43% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 19.15 | |
| 0.0379 | 10.81 | |
| 0.8897 | 355.01 | |
| 0.1103 | 15.49 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Dorsey Wright Consumer Cyclicals Momentum ETF Analyses
Other GJR-GARCH Analyses on ETFs