First Trust Dorsey Wright Momentum & Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 2.43 | |
| 0.2061 | 30.31 | |
| 0.9709 | 550.42 | |
| -0.1113 | -20.85 |
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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