Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.07% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 16.75 | |
| 0.0941 | 33.21 | |
| 0.8931 | 290.08 |
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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