Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.97% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 1.46 | |
| 0.0682 | 28.93 | |
| 0.9187 | 378.38 | |
| 0.8885 | 23.85 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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