First Trust Innovation Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.27% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 3.22 | |
| 0.0622 | 11.18 | |
| 0.9768 | 367.77 | |
| -0.1023 | -17.63 |
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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