First Trust Blmbg NUC PW ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.88% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9521 | 4.36 | |
| 0.0000 | 0.00 | |
| 0.5613 | 7.02 | |
| 0.1936 | 2.26 |
Estimation Period:
Jul 31, 2025 to Feb 6, 2026
Jul 31, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Blmbg NUC PW ETF Analyses
Other GJR-GARCH Analyses on ETFs