First Trust Alerian Disruptive MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0216 | 8.41 | |
| 0.8981 | 270.27 | |
| 0.1152 | 25.20 | |
| 0.0039 | 13.33 | |
| 0.0233 | 7.33 | |
| 0.9733 | 283.53 |
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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