First Trust S&P 500 ECO Moat AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.53% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 0.56 | |
| 0.1114 | 10.78 | |
| 0.8241 | 60.52 | |
| 0.7106 | 23.06 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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