First Trust S&P 500 DI F C F GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.49% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1884 | 3.41 | |
| 0.0693 | 6.10 | |
| 0.9531 | 129.30 | |
| 4.7706 | 1.66 |
Estimation Period:
Aug 25, 2023 to Feb 6, 2026
Aug 25, 2023 to Feb 6, 2026
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