First Trust RBA Deglobal ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.82% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7929 | 13.27 | |
| 0.0010 | 0.05 | |
| 0.0716 | 1.54 | |
| 0.4968 | 2.64 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust RBA Deglobal ETF Analyses
Other GJR-GARCH Analyses on ETFs