First Trust Indxx Aerospace & Defense ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.13% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 13.08 | |
| 0.0946 | 9.63 | |
| 0.8589 | 100.24 | |
| 0.3376 | 4.98 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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