First Trust RBA Deglobal ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.77% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.5000 | 26.01 | |
| 1.5692 | 0.07 | |
| 0.8576 | 0.04 | |
| 0.1424 | 0.01 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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