First Trust Blmbg NUC PW ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.79% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3256 | 2.18 | |
| 0.0773 | 2.33 | |
| 0.6770 | 8.45 | |
| -0.2201 | -6.53 |
Estimation Period:
Jul 31, 2025 to Feb 13, 2026
Jul 31, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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