First Trust Dorsey Wright Momentum & Dividend ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.14% (+8.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 18.32 | |
| 0.1477 | 31.79 | |
| 0.8406 | 194.71 |
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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