Invesco Water Resources ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.27% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 13.58 | |
| 0.0064 | 3.29 | |
| 0.9038 | 379.89 | |
| 0.1415 | 23.22 |
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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