First Trust Alerian Disruptive GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.48% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 10.55 | |
| 0.0180 | 7.37 | |
| 0.9250 | 476.07 | |
| 0.1015 | 17.79 |
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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