Invesco S&P Global Water Index ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.74% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 2.17 | |
| 0.1410 | 28.48 | |
| 0.9803 | 570.93 | |
| -0.1042 | -22.77 |
Estimation Period:
May 14, 2007 to Feb 6, 2026
May 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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