Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.96% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0027 | 0.43 | |
| 0.8199 | 131.60 | |
| 0.1810 | 23.89 | |
| 0.0364 | 1.95 | |
| 0.1014 | 1.77 | |
| 0.8589 | 10.91 |
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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