Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.81% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 19.30 | |
| 0.0994 | 38.92 | |
| 0.8874 | 331.87 |
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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