First Trust Dorsey Wright Momentum & Low Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.43% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 16.49 | |
| 0.0773 | 6.35 | |
| 0.7777 | 76.75 | |
| 0.1660 | 6.33 |
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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