First Trust Nasdaq-100 Select Equal Weight ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.87% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 3.70 | |
| 0.1526 | 27.92 | |
| 0.9694 | 523.99 | |
| -0.1331 | -25.55 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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