First Trust Natural Gas ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0199 | 7.60 | |
| 0.9139 | 244.23 | |
| 0.0815 | 17.03 | |
| 0.0400 | 4.12 | |
| 0.0445 | 3.35 | |
| 0.9474 | 62.04 |
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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