Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Healthcare Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.62% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 20.88 | |
| 0.0393 | 11.20 | |
| 0.8923 | 361.24 | |
| 0.1070 | 14.61 |
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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