First Trust Nasdaq-100 Select Equal Weight ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.01% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 15.52 | |
| 0.0020 | 0.55 | |
| 0.8905 | 282.62 | |
| 0.1676 | 23.02 |
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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