First Trust Dorsey Wright Momentum & Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.16% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2098 | 6.52 | |
| 0.1218 | 28.64 | |
| 0.9835 | 364.25 | |
| 7.6025 | 5.68 |
Estimation Period:
Mar 11, 2014 to Feb 6, 2026
Mar 11, 2014 to Feb 6, 2026
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