First Trust RBA Deglobal ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.32% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9170 | 2.24 | |
| 0.0000 | 0.00 | |
| 0.9089 | 1.67 | |
| -0.6437 | -0.20 |
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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