First Trust Dorsey Wright Momentum & Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.40% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0717 | 10.04 | |
| 0.1238 | 17.90 | |
| 0.9535 | 205.10 | |
| 6.5168 | 4.99 |
Estimation Period:
Sep 7, 2018 to Feb 6, 2026
Sep 7, 2018 to Feb 6, 2026
Other First Trust Dorsey Wright Momentum & Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs