Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Technology Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.30% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 17.16 | |
| 0.0428 | 10.39 | |
| 0.8910 | 334.60 | |
| 0.0973 | 13.00 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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