Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.08% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 11.79 | |
| 0.0742 | 27.10 | |
| 0.8968 | 266.21 | |
| 0.3811 | 14.24 |
Estimation Period:
Oct 26, 2005 to Feb 6, 2026
Oct 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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