First Trust Dorsey Wright Momentum & Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.96% (+9.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4841 | 3.98 | |
| 0.1470 | 5.21 | |
| 0.7906 | 24.64 | |
| -0.1562 | -3.02 | |
| 0.1895 | 2.95 |
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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