Invesco Dorsey Wright Emerging Markets Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.73% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7761 | 88.57 | |
| 0.1974 | 28.22 | |
| 0.0169 | 3.31 | |
| 0.0380 | 4.31 | |
| 0.9516 | 86.73 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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