First Trust Indxx Aerospace & Defense ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.16% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1486 | 5.11 | |
| 0.1151 | 1.68 | |
| 0.5349 | 1.41 | |
| 1.7062 | 0.85 | |
| -2.7094 | -0.79 | |
| 3.9239 | 1.42 | |
| -6.9967 | -3.21 | |
| 10.3060 | 4.34 |
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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