First Trust Innovation Leaders ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.22% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 3.81 | |
| 0.0692 | 21.14 | |
| 0.9066 | 220.53 | |
| 0.7800 | 19.06 |
Estimation Period:
May 26, 2021 to Feb 13, 2026
May 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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