Invesco Dorsey Wright Emerging Markets Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.81% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9193 | 8.83 | |
| 0.1384 | 7.55 | |
| 0.8105 | 37.31 | |
| 0.0274 | 5.47 | |
| -0.0352 | -3.44 |
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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