First Trust Dorsey Wright Momentum & Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.79% (+8.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4604 | 3.82 | |
| 0.1488 | 5.29 | |
| 0.7883 | 24.39 | |
| -0.1862 | -3.02 | |
| 0.2625 | 2.54 |
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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