Invesco Dorsey Wright Financial Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.28% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 19.96 | |
| 0.0156 | 5.50 | |
| 0.8734 | 304.85 | |
| 0.1707 | 22.79 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Dorsey Wright Financial Momentum ETF Analyses
Other GJR-GARCH Analyses on ETFs