First Trust Indxx Aerospace & Defense ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.96% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 7.80 | |
| 0.0427 | 6.50 | |
| 0.9034 | 99.05 | |
| 0.0695 | 2.73 |
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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