First Trust NASDAQ ABA Community Bank Index Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.31% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 2.37 | |
| 0.0733 | 27.33 | |
| 0.9035 | 304.43 | |
| 0.8488 | 22.95 |
Estimation Period:
Jul 1, 2009 to Feb 13, 2026
Jul 1, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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