Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:36.13% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0842 | 7.84 | |
| 0.0881 | 26.48 | |
| 0.9865 | 515.96 | |
| 9.4479 | 4.04 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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