First Trust Innovation Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.97% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3965 | 6.44 | |
| 0.0842 | 2.43 | |
| 0.7918 | 11.98 | |
| -1.8750 | -7.78 | |
| 2.7928 | 7.53 | |
| -1.6446 | -3.96 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Innovation Leaders ETF Analyses
Other Spline-GARCH Analyses on ETFs