First Trust S&P 500 ECO Moat MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.75% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.5205 | 40.01 | |
| 0.3127 | 36.33 | |
| 0.4811 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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