Invesco S&P Global Water Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.25% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 14.72 | |
| 0.0157 | 5.73 | |
| 0.9100 | 354.24 | |
| 0.1168 | 17.42 |
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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