First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.86% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0410 | 11.18 | |
| 0.8395 | 186.59 | |
| 0.1748 | 30.27 | |
| 0.0095 | 7.28 | |
| 0.0325 | 4.67 | |
| 0.9588 | 113.04 |
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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