First Trust Innovation Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.01% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4376 | 5.75 | |
| 0.0822 | 2.52 | |
| 0.8308 | 14.51 | |
| -1.6460 | -6.26 | |
| 2.3219 | 6.40 | |
| -0.8561 | -5.34 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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