Invesco Dorsey Wright Developed Markets Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.44% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5234 | 7.56 | |
| 0.1169 | 6.63 | |
| 0.8452 | 47.32 | |
| -0.0209 | -1.57 | |
| 0.0659 | 2.98 | |
| -0.0841 | -3.12 |
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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