First Trust Water ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.79% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2653 | 9.63 | |
| 0.0939 | 8.00 | |
| 0.8775 | 58.66 | |
| 0.0061 | 2.98 |
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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