First Trust Water ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.19% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 16.68 | |
| 0.0944 | 33.76 | |
| 0.8851 | 268.37 |
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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