Invesco Dorsey Wright Developed Markets Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.69% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 17.50 | |
| 0.0324 | 8.05 | |
| 0.8880 | 299.40 | |
| 0.1282 | 17.77 |
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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