Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.31% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 14.66 | |
| 0.0160 | 6.21 | |
| 0.9152 | 329.94 | |
| 0.0848 | 12.28 |
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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