Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.49% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 7.86 | |
| 0.1328 | 32.13 | |
| 0.9875 | 1,104.61 | |
| -0.0671 | -17.45 |
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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