Invesco Dorsey Wright Developed Markets Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.66% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5644 | 7.53 | |
| 0.1159 | 6.73 | |
| 0.8492 | 49.20 | |
| -0.0141 | -1.07 | |
| 0.0485 | 2.40 | |
| -0.0482 | -4.25 |
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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