Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.25% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7641 | 8.14 | |
| 0.0853 | 30.13 | |
| 0.9876 | 577.53 | |
| 9.2113 | 4.60 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
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