Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.48% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 0.93 | |
| 0.0949 | 40.78 | |
| 0.8886 | 369.78 | |
| 0.7216 | 31.18 |
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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