First Trust Indxx Aerospace & Defense ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.11% (+5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1545 | 9.15 | |
| 0.1570 | 1.98 | |
| 0.5145 | 1.70 | |
| 0.6170 | 3.18 | |
| -0.8383 | -3.32 |
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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