Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.36% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0131 | 3.12 | |
| 0.8583 | 116.88 | |
| 0.1107 | 18.63 | |
| 0.0261 | 2.39 | |
| 0.0721 | 2.16 | |
| 0.9028 | 20.74 |
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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