Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.20% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 8.98 | |
| 0.1763 | 38.42 | |
| 0.9712 | 715.18 | |
| -0.0997 | -21.70 |
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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