Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.79% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 2.61 | |
| 0.1039 | 24.05 | |
| 0.8713 | 179.65 | |
| 0.6599 | 12.22 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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