Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.47% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0052 | 0.93 | |
| 0.8715 | 194.96 | |
| 0.1456 | 28.19 | |
| 0.2107 | 0.33 | |
| 0.9128 | 0.31 | |
| 0.0000 | 0.00 |
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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