Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Energy Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.41% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8471 | 4.55 | |
| 0.0789 | 6.52 | |
| 0.9138 | 78.75 | |
| -0.0015 | -1.45 |
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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