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	param	t-stat
$ω$	0.0454	3.64
$α$	0.0000	0.00
$β$	0.9027	88.52
$γ$	0.1313	5.90

V-Lab

First Trust S&P 500 DI F C F GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.61% (+4.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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