Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.60% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4980 | 9.50 | |
| 0.0851 | 35.03 | |
| 0.9888 | 745.73 | |
| 10.6358 | 4.03 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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