First Trust Dorsey Wright Momentum & Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.42% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 16.16 | |
| 0.0445 | 6.53 | |
| 0.8369 | 146.33 | |
| 0.1721 | 11.82 |
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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