First Trust Water ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.76% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0187 | -7.68 | |
| 0.0784 | 40.50 | |
| 0.8977 | 386.60 | |
| 0.9043 | 41.19 |
Estimation Period:
May 11, 2007 to Feb 6, 2026
May 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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