First Trust S&P 500 ECO Moat Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.45% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8862 | 6.05 | |
| 0.1475 | 1.55 | |
| 0.7314 | 6.66 | |
| -0.3928 | -0.55 |
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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