Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.22% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8475 | 8.55 | |
| 0.0996 | 7.57 | |
| 0.8659 | 57.63 | |
| -0.0004 | -0.65 |
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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