First Trust Dow Jones Select Microcap Index Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.19% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 14.89 | |
| 0.0718 | 16.41 | |
| 0.9203 | 217.78 | |
| 0.3742 | 7.06 | |
| 1.5524 | 21.54 |
Estimation Period:
Sep 30, 2005 to Feb 6, 2026
Sep 30, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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