Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.93% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 10.68 | |
| 0.1738 | 33.37 | |
| 0.9767 | 816.61 | |
| -0.0819 | -17.36 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF Analyses
Other EGARCH Analyses on ETFs