First Trust S&P 500 ECO Moat GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.48% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 4.06 | |
| 0.0000 | 0.00 | |
| 0.8496 | 37.95 | |
| 0.1944 | 4.24 |
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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