Tortoise Global Water Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.15% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 8.42 | |
| 0.0188 | 3.48 | |
| 0.9019 | 158.29 | |
| 0.0966 | 6.81 |
Estimation Period:
Feb 15, 2017 to Feb 6, 2026
Feb 15, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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