First Trust NYSE Arca Biotechnology Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0107 | 6.42 | |
| 0.8704 | 198.03 | |
| 0.1123 | 20.84 | |
| 0.3662 | 0.50 | |
| 0.3787 | 0.55 | |
| 0.4834 | 0.50 |
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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