First Trust Enhanced Stocks Bonds & Gold ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
6.84%
increased by 0.49%
1 Week
2,563.90%
increased by 2,557.55%
1 Month
575,020,208,340,541.80%
increased by 575,020,208,340,535.40%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8505 | 9.26 | |
| 0.2989 | 0.82 | |
| 0.0000 | 0.00 | |
| 0.0003 | 0.00 | |
| 0.0019 | 0.00 |
Estimation Period:
Nov 19, 2025 to May 22, 2026
Nov 19, 2025 to May 22, 2026
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