Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.19% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 2.74 | |
| 0.1364 | 26.28 | |
| 0.9753 | 702.13 | |
| -0.0751 | -16.04 |
Estimation Period:
Oct 26, 2005 to Feb 6, 2026
Oct 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF Analyses
Other EGARCH Analyses on ETFs