First Trust Dow Jones Select Microcap Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.69% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6798 | 6.25 | |
| 0.0844 | 6.01 | |
| 0.8793 | 50.02 | |
| -0.0524 | -4.23 | |
| 0.0855 | 4.92 | |
| -0.0454 | -5.68 |
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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