First Trust Alerian Disruptive EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.49% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.24 | |
| 0.1454 | 29.08 | |
| 0.9909 | 993.84 | |
| -0.0822 | -19.32 |
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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