Invesco S&P Global Water Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.10% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4573 | 7.54 | |
| 0.0963 | 29.31 | |
| 0.9846 | 441.35 | |
| 8.5575 | 4.53 |
Estimation Period:
May 14, 2007 to Feb 13, 2026
May 14, 2007 to Feb 13, 2026
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