Invesco S&P Global Water Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.72% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8660 | 237.40 | |
| 0.1444 | 32.17 | |
| 0.1202 | 1.13 | |
| 0.7560 | 1.26 | |
| 0.1426 | 0.21 |
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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