First Trust Indxx Aerospace & Defense ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.35% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 2.43 | |
| 0.1377 | 8.96 | |
| 0.9831 | 368.76 | |
| -0.0594 | -4.94 |
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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