Invesco Global Water ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.17% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0059 | 1.28 | |
| 0.7734 | 80.11 | |
| 0.2097 | 25.68 | |
| 0.0242 | 2.81 | |
| 0.0777 | 3.30 | |
| 0.9045 | 31.34 |
Estimation Period:
Jun 13, 2007 to Feb 13, 2026
Jun 13, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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