First Trust Nasdaq-100 Select Equal Weight ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.72% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2225 | 8.24 | |
| 0.1110 | 8.72 | |
| 0.8656 | 62.23 | |
| 0.0046 | 2.27 |
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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