Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.03% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 6.11 | |
| 0.0985 | 38.30 | |
| 0.8824 | 324.30 | |
| 0.6353 | 17.18 |
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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