First Trust NASDAQ Clean Edge Green Energy Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.31% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 14.92 | |
| 0.0420 | 12.24 | |
| 0.9218 | 385.53 | |
| 0.0548 | 8.24 |
Estimation Period:
Feb 14, 2007 to Feb 13, 2026
Feb 14, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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