Invesco Dorsey Wright Developed Markets Momentum ETF MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.56% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 7.48 | |
| 0.2150 | 30.16 | |
| 0.7781 | 167.05 |
Estimation Period:
Jan 7, 2008 to Feb 13, 2026
Jan 7, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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