First Trust NYSE Arca Biotechnology Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.68% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 15.24 | |
| 0.0230 | 11.98 | |
| 0.9017 | 275.74 | |
| 0.0956 | 15.45 |
Estimation Period:
Jun 23, 2006 to Feb 6, 2026
Jun 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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