First Trust S&P 500 ECO Moat EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.04% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -0.24 | |
| -0.0005 | -0.05 | |
| 0.9729 | 81.84 | |
| -0.2312 | -18.56 |
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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