Invesco Dorsey Wright Financial Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.36% (+8.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7978 | 130.18 | |
| 0.2124 | 35.10 | |
| 0.0382 | 3.57 | |
| 0.1051 | 3.03 | |
| 0.8723 | 21.03 |
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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