Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.26% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9071 | 14.78 | |
| 0.0950 | 27.79 | |
| 0.9672 | 385.04 | |
| 8.1951 | 4.47 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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