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	param	t-stat
$ω$	0.0342	15.00
$α$	0.0038	1.92
$β$	0.9081	371.26
$γ$	0.1360	23.24

V-Lab

First Trust Water ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.58% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Water ETF Analyses