First Trust Natural Gas ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.27% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 14.93 | |
| 0.0751 | 25.27 | |
| 0.9184 | 329.51 |
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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