First Trust NASDAQ ABA Community Bank Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.70% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8742 | 8.10 | |
| 0.0736 | 4.40 | |
| 0.8929 | 40.12 | |
| 0.0065 | 2.09 |
Estimation Period:
Jul 1, 2009 to Feb 6, 2026
Jul 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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