First Trust NASDAQ-100 Ex-Technology Sector IndexSM Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.44% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 9.25 | |
| 0.0026 | 0.91 | |
| 0.9063 | 336.65 | |
| 0.1488 | 17.97 |
Estimation Period:
May 8, 2007 to Feb 13, 2026
May 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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