Invesco S&P Global Water Index ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.86% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -2.47 | |
| 0.0849 | 32.41 | |
| 0.8962 | 330.84 | |
| 0.6511 | 25.20 |
Estimation Period:
May 14, 2007 to Feb 13, 2026
May 14, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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