First Trust Blmberg R&D Ldrs AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.41% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 0.48 | |
| 0.0955 | 11.40 | |
| 0.8369 | 57.25 | |
| 1.1348 | 21.13 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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