First Trust NASDAQ Cybersecurity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.96% (+6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 14.92 | |
| 0.0362 | 5.86 | |
| 0.8893 | 192.98 | |
| 0.0922 | 8.20 |
Estimation Period:
Jul 7, 2015 to Feb 6, 2026
Jul 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust NASDAQ Cybersecurity ETF Analyses
Other GJR-GARCH Analyses on ETFs