Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.05% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 20.30 | |
| 0.0831 | 27.02 | |
| 0.8928 | 247.45 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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