First Trust Dow Jones Internet Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 6.04 | |
| 0.0026 | 1.50 | |
| 0.9252 | 209.41 | |
| 0.1121 | 11.96 |
Estimation Period:
Jun 23, 2006 to Feb 6, 2026
Jun 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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