First Trust Dorsey Wright Momentum & Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.40% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 14.30 | |
| 0.0528 | 11.53 | |
| 0.8678 | 257.04 | |
| 0.1370 | 12.75 |
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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