Your water filter should meet the standards of the National Sanitation Foundation or the Water Quality Association. These certifications show the filter has undergone rigorous tests that demonstrate its quality.
However, that doesn’t necessarily mean filters not certified by these organizations are low-quality. The high cost of obtaining these certifications will reflect in the price of the product, and some smaller companies that cannot afford it have their products tested in independent labs. If you see a certification from an unfamiliar lab, do some research — if the lab is reputable, the certification could be meaningful.