First Trust Dorsey Wright Momentum & Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.08% (+9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5677 | 5.16 | |
| 0.1681 | 6.85 | |
| 0.7561 | 25.61 | |
| -0.2031 | -2.48 | |
| 0.4348 | 3.50 | |
| -0.4498 | -5.23 | |
| 0.3663 | 3.74 |
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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