First Trust Dorsey Wright Momentum & Low Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (+6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8665 | 6.70 | |
| 0.1825 | 4.69 | |
| 0.7521 | 17.76 | |
| -0.0002 | -0.06 |
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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