Invesco Dorsey Wright Consumer Cyclicals Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.70% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0377 | 7.65 | |
| 0.0991 | 9.82 | |
| 0.8831 | 81.02 | |
| 0.0044 | 2.12 |
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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