Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.15% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 18.08 | |
| 0.1084 | 30.85 | |
| 0.8743 | 234.64 |
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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