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	param	t-stat
$ω$	1.1369	3.87
$α$	0.0986	2.10
$β$	0.7759	9.89
$γ_{1}$	1.6615	2.34
$γ_{2}$	-3.1263	-2.07

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

Volatility Prediction for Wednesday, February 11th, 2026:18.61% (-1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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