First Trust Natural Gas ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.44% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0125 | 4.12 | |
| 0.0756 | 6.33 | |
| 0.9180 | 80.29 | |
| -0.0005 | -0.41 |
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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