Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.11% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3122 | 5.96 | |
| 0.0669 | 29.36 | |
| 0.9919 | 713.59 | |
| 9.1129 | 3.66 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
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