First Trust Dorsey Wright Momentum & Value ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.75% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 18.20 | |
| 0.1486 | 23.27 | |
| 0.8146 | 135.99 |
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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