First Trust Natural Gas ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.95% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0695 | 4.46 | |
| 0.0754 | 6.18 | |
| 0.9179 | 79.43 | |
| 0.0018 | 0.48 |
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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