First Trust S&P 500 DI F C F AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.49% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 3.30 | |
| 0.0782 | 10.44 | |
| 0.8904 | 90.32 | |
| 0.5054 | 13.44 |
Estimation Period:
Aug 25, 2023 to Feb 6, 2026
Aug 25, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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