Invesco Dorsey Wright Financial Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.58% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 20.27 | |
| 0.1122 | 31.99 | |
| 0.8689 | 244.91 |
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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