First Trust RBA American Industrial Renaissance ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.51% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 5.61 | |
| 0.1376 | 25.06 | |
| 0.9794 | 597.95 | |
| -0.0810 | -16.99 |
Estimation Period:
Mar 11, 2014 to Feb 6, 2026
Mar 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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