First Trust Dorsey Wright Momentum & Low Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.80% (+6.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7938 | 6.00 | |
| 0.1841 | 4.57 | |
| 0.7443 | 16.87 | |
| -0.0182 | -0.97 |
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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