First Trust Innovation Leaders ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.59% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8328 | 38.66 | |
| 0.1143 | 10.92 | |
| 0.1458 | 0.44 | |
| 0.1882 | 0.42 | |
| 0.7404 | 1.22 |
Estimation Period:
May 26, 2021 to Feb 20, 2026
May 26, 2021 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Innovation Leaders ETF Analyses
Other MF2-GARCH Analyses on ETFs