First Trust S&P 500 ECO Moat GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.79% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7615 | 8.19 | |
| 0.0996 | 8.41 | |
| 0.9124 | 80.00 | |
| 6.5715 | 1.58 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
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