Invesco Dorsey Wright Consumer Cyclicals Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.18% (+17.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0003 | 2,840.00 | |
| 0.0000 | 100.00 |
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 MF2-GARCH Analyses on ETFs