First Trust S-Network E-Commer GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.80% (+8.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 11.97 | |
| 0.0296 | 5.45 | |
| 0.8851 | 217.84 | |
| 0.1289 | 8.60 |
Estimation Period:
Oct 11, 2016 to Feb 6, 2026
Oct 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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