First Trust Alerian Disruptive APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.12% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 19.23 | |
| 0.0660 | 22.93 | |
| 0.9283 | 419.11 | |
| 0.5164 | 16.24 | |
| 1.5887 | 26.11 |
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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