Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.45% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 13.88 | |
| 0.0383 | 7.64 | |
| 0.8832 | 219.82 | |
| 0.1172 | 12.95 |
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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