Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.10% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 19.91 | |
| 0.1001 | 30.08 | |
| 0.8667 | 230.14 |
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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