Invesco Dorsey Wright Emerging Markets Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.20% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8778 | 8.64 | |
| 0.1381 | 7.64 | |
| 0.8120 | 38.03 | |
| 0.0247 | 6.25 | |
| -0.0283 | -5.70 |
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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