Invesco Global Water ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.33% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 5.03 | |
| 0.1855 | 28.68 | |
| 0.9692 | 583.51 | |
| -0.1056 | -15.35 |
Estimation Period:
Jun 13, 2007 to Feb 6, 2026
Jun 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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