V-Lab: FT Vest Gold Strategy Target Income ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FT Vest Gold Strategy Target Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:10.71% (+1.66%)

Analysis last updated: Wednesday, May 1, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8940	7.54
$α$	0.0728	1.48
$β$	0.4384	1.10
$γ_{1}$	-0.4089	-2.55
$γ_{2}$	0.5596	2.83

Estimation Period:
Mar 3, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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