Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.34% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0903 | 5.55 | |
| 0.0942 | 8.21 | |
| 0.8931 | 73.03 | |
| 0.0005 | 0.48 |
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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