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	param	t-stat
$ω$	0.7702	3.84
$α$	0.1020	2.30
$β$	0.8457	14.40
$γ_{1}$	-0.1115	-1.30

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First Trust S&P 500 DI F C F Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.17% (+1.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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