First Trust Dorsey Wright Momentum & Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.46% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0366 | 4.53 | |
| 0.7218 | 55.83 | |
| 0.2100 | 16.73 | |
| 0.0764 | 2.67 | |
| 0.0798 | 3.20 | |
| 0.8853 | 26.65 |
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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