Invesco Dorsey Wright Emerging Markets Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.28% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4724 | 10.54 | |
| 0.1135 | 31.53 | |
| 0.9790 | 482.73 | |
| 8.7008 | 5.20 |
Estimation Period:
Jan 7, 2008 to Feb 13, 2026
Jan 7, 2008 to Feb 13, 2026
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