First Trust Dorsey Wright Momentum & Low Volatility ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.28% (+7.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 12.76 | |
| 0.1661 | 17.73 | |
| 0.7708 | 77.44 | |
| 0.3053 | 12.02 |
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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