Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.16% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 7.95 | |
| 0.1486 | 33.42 | |
| 0.9802 | 779.76 | |
| -0.0939 | -19.91 |
Estimation Period:
Oct 12, 2006 to Feb 13, 2026
Oct 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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