Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Basic Materials Momentu Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.65% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1975 | 6.47 | |
| 0.0940 | 7.98 | |
| 0.8898 | 67.84 | |
| 0.0059 | 2.40 |
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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