First Trust Dorsey Wright Momentum & Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.83% (+5.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 3.90 | |
| 0.1292 | 33.10 | |
| 0.8584 | 238.24 | |
| 0.3744 | 21.04 |
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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