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	param	t-stat
$ω$	0.0081	0.42
$α$	0.0419	4.82
$β$	0.9846	119.17
$γ$	-0.1275	-13.25

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First Trust S&P 500 DI F C F EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.28% (-1.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust S&P 500 DI F C F Analyses