First Trust NASDAQ ABA Community Bank Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.94% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5178 | 5.69 | |
| 0.0704 | 19.91 | |
| 0.9800 | 265.73 | |
| 5.7960 | 4.76 |
Estimation Period:
Jul 1, 2009 to Feb 6, 2026
Jul 1, 2009 to Feb 6, 2026
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