First Trust Water ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.88% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1081 | 9.24 | |
| 0.0935 | 8.26 | |
| 0.8820 | 63.21 | |
| 0.0015 | 2.31 |
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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