First TR Intm DUR INV GR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.86% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2026 | 9.09 | |
| 0.0485 | 1.18 | |
| 0.5141 | 1.20 | |
| -0.1221 | -0.98 |
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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