First Trust Emerging Markets Local Currency Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.35% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.4268 | 4,268,270.00 | |
| 0.3232 | 3,231,730.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2498 | 18.75 | |
| 0.4887 | 21.46 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 5, 2014 to Feb 6, 2026
Nov 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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