First Trust RBA American Industrial Renaissance ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.62% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0142 | 5.20 | |
| 0.8929 | 167.20 | |
| 0.1136 | 24.22 | |
| 0.0009 | 0.83 | |
| 0.0092 | 7.75 | |
| 0.9908 | 624.75 |
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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