Invesco Dorsey Wright Developed Markets Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.84% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0084 | 1.97 | |
| 0.8480 | 219.64 | |
| 0.1544 | 23.85 | |
| 0.1105 | 2.59 | |
| 0.4767 | 3.30 | |
| 0.4465 | 2.55 |
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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