Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.62% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 15.41 | |
| 0.0773 | 25.70 | |
| 0.9160 | 325.85 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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