First Trust Dow Jones Select Microcap Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.20% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1807 | 7.56 | |
| 0.0708 | 28.99 | |
| 0.9872 | 544.51 | |
| 7.4243 | 5.33 |
Estimation Period:
Sep 30, 2005 to Feb 6, 2026
Sep 30, 2005 to Feb 6, 2026
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