First Trust Nasdaq-100 Select Equal Weight ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.43% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -0.55 | |
| 0.0986 | 23.82 | |
| 0.8724 | 203.46 | |
| 0.7603 | 11.77 |
Estimation Period:
May 2, 2006 to Feb 13, 2026
May 2, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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