First Trust Dow Jones Select Microcap Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.91% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6668 | 6.21 | |
| 0.0842 | 5.97 | |
| 0.8783 | 49.22 | |
| -0.0556 | -4.31 | |
| 0.0927 | 4.77 | |
| -0.0587 | -3.11 |
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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