First Trust Water ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8924 | 257.32 | |
| 0.1453 | 33.52 | |
| 0.0175 | 4.69 | |
| 0.0281 | 3.90 | |
| 0.9603 | 98.89 |
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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