First Trust Dorsey Wright Momentum & Low Volatility ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.19% (+6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 16.60 | |
| 0.1848 | 18.82 | |
| 0.7515 | 70.80 |
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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