First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.58% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8786 | 5.08 | |
| 0.1325 | 8.48 | |
| 0.8435 | 52.24 | |
| -0.0115 | -0.90 | |
| 0.0307 | 1.59 | |
| -0.0297 | -2.76 |
Estimation Period:
Mar 15, 2006 to Feb 6, 2026
Mar 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Exchange-Traded Fund-First Trust Morningstar Dividend Leaders Index Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs