Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Utilities Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.13% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 8.70 | |
| 0.0842 | 6.69 | |
| 0.8906 | 61.37 | |
| -0.0007 | -1.26 |
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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