Invesco S&P Global Water Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.03% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2238 | 7.43 | |
| 0.1084 | 7.21 | |
| 0.8552 | 47.71 | |
| -0.0194 | -1.68 | |
| 0.0490 | 2.77 | |
| -0.0414 | -4.02 |
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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