First Trust Water ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.29% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6885 | 9.45 | |
| 0.0879 | 23.84 | |
| 0.9819 | 425.05 | |
| 10.4200 | 3.09 |
Estimation Period:
May 11, 2007 to Feb 13, 2026
May 11, 2007 to Feb 13, 2026
Other First Trust Water ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs