First Trust RBA American Industrial Renaissance ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 11.19 | |
| 0.0243 | 8.00 | |
| 0.9052 | 229.11 | |
| 0.1016 | 11.90 |
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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