First Trust Dorsey Wright Momentum & Low Volatility ETF MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.11% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 6.96 | |
| 0.3162 | 15.24 | |
| 0.6199 | 67.24 |
Estimation Period:
Sep 13, 2018 to Feb 13, 2026
Sep 13, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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