Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.12% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1249 | 11.42 | |
| 0.0866 | 25.86 | |
| 0.9739 | 377.47 | |
| 8.2688 | 4.01 |
Estimation Period:
Oct 26, 2005 to Feb 6, 2026
Oct 26, 2005 to Feb 6, 2026
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