First Trust Indxx NextG ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.11% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 18.92 | |
| 0.0168 | 3.79 | |
| 0.8440 | 192.83 | |
| 0.1699 | 15.19 |
Estimation Period:
Feb 21, 2011 to Feb 13, 2026
Feb 21, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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