First Trust Blmbg NUC PW ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.77% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0031 | 0.14 | |
| 0.8842 | 126.64 | |
| 0.2079 | 3.96 | |
| 10.0000 | 0.96 | |
| 0.4091 | 0.56 | |
| 0.5909 | 0.98 |
Estimation Period:
Jul 31, 2025 to Feb 6, 2026
Jul 31, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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