First Trust Dow Jones Internet Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0293 | 6.12 | |
| 0.0902 | 7.09 | |
| 0.8741 | 59.00 | |
| -0.0227 | -1.55 | |
| 0.0651 | 2.31 | |
| -0.1117 | -2.37 |
Estimation Period:
Jun 23, 2006 to Feb 6, 2026
Jun 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Dow Jones Internet Index Fund Analyses
Other Spline-GARCH Analyses on ETFs