Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.74% (+5.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7877 | 65.13 | |
| 0.1366 | 19.52 | |
| 0.0738 | 1.50 | |
| 0.1471 | 1.91 | |
| 0.8373 | 9.57 |
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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