Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.77% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2248 | 7.97 | |
| 0.0877 | 27.37 | |
| 0.9849 | 486.11 | |
| 7.9627 | 5.43 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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