Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.90% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8805 | 296.78 | |
| 0.1469 | 34.20 | |
| 0.0672 | 1.70 | |
| 0.3199 | 1.86 | |
| 0.6570 | 3.50 |
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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