Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.96% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 18.66 | |
| 0.0271 | 5.38 | |
| 0.8646 | 226.63 | |
| 0.1424 | 14.09 |
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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