Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.66% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.11 | |
| 0.1742 | 23.61 | |
| 0.9629 | 442.69 | |
| -0.1147 | -18.53 |
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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