Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.96% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 2.63 | |
| 0.0923 | 31.15 | |
| 0.8714 | 253.45 | |
| 0.5880 | 24.96 |
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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