Invesco Water Resources ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.04% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8837 | 263.72 | |
| 0.1591 | 37.42 | |
| 0.0081 | 6.87 | |
| 0.0241 | 5.71 | |
| 0.9707 | 192.18 |
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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