Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.91% (+3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 12.50 | |
| 0.0246 | 10.86 | |
| 0.9277 | 422.27 | |
| 0.0754 | 13.00 |
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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