Invesco Dorsey Wright Financial Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.54% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7659 | 6.81 | |
| 0.1139 | 7.78 | |
| 0.8562 | 51.57 | |
| -0.0326 | -2.61 | |
| 0.0581 | 3.08 | |
| -0.0370 | -3.58 |
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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