Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.24% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 10.43 | |
| 0.0236 | 7.63 | |
| 0.9043 | 314.75 | |
| 0.1125 | 14.24 |
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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