First Trust Alerian Disruptive Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.31% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8284 | 6.10 | |
| 0.0959 | 7.21 | |
| 0.8882 | 63.01 | |
| 0.0157 | 5.62 |
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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