Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 10.63 | |
| 0.1854 | 23.69 | |
| 0.9729 | 713.26 | |
| -0.0876 | -15.64 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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