First Trust Natural Gas ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.52% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 10.94 | |
| 0.0278 | 10.68 | |
| 0.9300 | 440.14 | |
| 0.0684 | 10.20 |
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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