First Trust Dorsey Wright Momentum & Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.31% (+9.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5774 | 5.17 | |
| 0.1689 | 6.86 | |
| 0.7565 | 25.80 | |
| -0.1896 | -2.33 | |
| 0.4037 | 3.30 | |
| -0.3958 | -5.04 | |
| 0.2358 | 4.46 |
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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