First Trust Natural Gas ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.39% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 6.50 | |
| 0.1282 | 29.45 | |
| 0.9898 | 1,159.06 | |
| -0.0596 | -13.11 |
Estimation Period:
May 11, 2007 to Feb 6, 2026
May 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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