First Trust Inte GOV OPP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.72% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.07 | |
| 0.0122 | 3.03 | |
| 0.9720 | 244.48 | |
| 0.0314 | 2.76 |
Estimation Period:
Aug 3, 2023 to Feb 6, 2026
Aug 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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