Invesco Dorsey Wright Financial Momentum ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.50% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 30.06 | |
| 0.0968 | 29.55 | |
| 0.8890 | 311.15 | |
| 0.7455 | 21.57 | |
| 1.1641 | 38.12 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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