FT Vest Nsdq-100 CNS BFR OCT AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.42% (+6.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -3.55 | |
| 0.2212 | 11.12 | |
| 0.8027 | 52.07 | |
| 0.2582 | 11.15 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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