First Trust Alerian Disruptive AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.79% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -0.97 | |
| 0.0794 | 31.06 | |
| 0.9106 | 381.98 | |
| 0.4945 | 19.09 |
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Aug 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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