First Trust Enhanced Stocks Bonds & Gold ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.02%
decreased by 1.53%
1 Week
23.27%
decreased by 0.28%
1 Month
25.66%
increased by 2.11%
Analysis last updated: Friday, May 22, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3400 | 5.08 | |
| 0.2198 | 1.86 | |
| 0.7092 | 15.73 | |
| -0.0804 | -0.59 |
Estimation Period:
Nov 19, 2025 to May 22, 2026
Nov 19, 2025 to May 22, 2026
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