First TR Intm DUR INV GR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.20% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6499 | 14.95 | |
| 0.1033 | 2.60 | |
| 0.0000 | 0.00 | |
| 0.0065 | 0.14 | |
| 0.9917 | 10.07 |
Estimation Period:
Aug 3, 2023 to Feb 6, 2026
Aug 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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