Invesco Global Water ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.64% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 13.95 | |
| 0.0314 | 8.47 | |
| 0.8699 | 256.91 | |
| 0.1460 | 16.45 |
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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