Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.70% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9251 | 6.11 | |
| 0.1092 | 7.56 | |
| 0.8566 | 48.95 | |
| -0.0263 | -2.16 | |
| 0.0550 | 3.20 | |
| -0.0427 | -5.12 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ET Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs