First Trust Dorsey Wright Momentum & Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.57% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 5.77 | |
| 0.1310 | 25.42 | |
| 0.8341 | 163.93 | |
| 0.6971 | 21.48 |
Estimation Period:
Sep 7, 2018 to Feb 6, 2026
Sep 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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