First Trust Water ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 3.74 | |
| 0.1323 | 31.50 | |
| 0.9781 | 687.84 | |
| -0.1107 | -27.49 |
Estimation Period:
May 11, 2007 to Feb 6, 2026
May 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Water ETF Analyses
Other EGARCH Analyses on ETFs