First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.32% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 3.06 | |
| 0.1929 | 35.15 | |
| 0.9790 | 824.04 | |
| -0.1111 | -23.44 |
Estimation Period:
Mar 15, 2006 to Feb 6, 2026
Mar 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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