First Trust NASDAQ ABA Community Bank Index Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.45% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 7.36 | |
| 0.1339 | 22.94 | |
| 0.9816 | 723.93 | |
| -0.0740 | -17.38 |
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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