First Trust Nsdq Cybrscu ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.17% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 8.35 | |
| 0.0010 | 0.37 | |
| 0.9439 | 221.67 | |
| 0.0618 | 9.91 |
Estimation Period:
Oct 31, 2014 to Feb 6, 2026
Oct 31, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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