Invesco Dorsey Wright Developed Markets Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.62% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2215 | 5.09 | |
| 0.0973 | 41.42 | |
| 0.9956 | 1,345.44 | |
| 7.4615 | 6.69 |
Estimation Period:
Jan 7, 2008 to Feb 13, 2026
Jan 7, 2008 to Feb 13, 2026
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