Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.91% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 0.33 | |
| 0.0859 | 34.32 | |
| 0.8943 | 269.95 | |
| 0.8060 | 17.24 |
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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