First Trust Dorsey Wright Momentum & Value ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.63% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 21.10 | |
| 0.1091 | 16.70 | |
| 0.8771 | 158.21 | |
| 0.6316 | 12.38 | |
| 1.0881 | 22.90 |
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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