First Trust RiverFront Dynamic Developed International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.28% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 16.55 | |
| 0.0565 | 5.66 | |
| 0.8240 | 142.95 | |
| 0.1747 | 8.51 |
Estimation Period:
Apr 14, 2016 to Feb 6, 2026
Apr 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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