First Trust Dorsey Wright Momentum & Low Volatility ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.38% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.13 | |
| 0.2730 | 17.96 | |
| 0.9355 | 228.74 | |
| -0.1163 | -10.75 |
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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