Invesco Dorsey Wright Financial Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.49% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9747 | 7.75 | |
| 0.1131 | 8.03 | |
| 0.8637 | 57.79 | |
| 0.0044 | 2.13 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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