First Trust NASDAQ Cybersecurity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.90% (+4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7836 | 5.36 | |
| 0.1046 | 6.03 | |
| 0.8661 | 43.96 | |
| -0.0044 | -0.42 |
Estimation Period:
Jul 7, 2015 to Feb 6, 2026
Jul 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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