Invesco Water Resources ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.50% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0166 | -7.02 | |
| 0.0820 | 41.89 | |
| 0.8934 | 386.92 | |
| 0.8677 | 40.68 |
Estimation Period:
Dec 6, 2005 to Feb 13, 2026
Dec 6, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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