First Trust Dorsey Wright Momentum & Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.40% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0254 | 5.82 | |
| 0.8075 | 165.24 | |
| 0.1887 | 25.04 | |
| 0.0767 | 0.65 | |
| 0.9562 | 0.63 | |
| 0.0000 | 0.00 |
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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