Invesco Dorsey Wright Financial Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.88% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8383 | 8.40 | |
| 0.1042 | 27.03 | |
| 0.9795 | 370.31 | |
| 7.8889 | 5.03 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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