First Trust Blmberg R&D Ldrs GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.99% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 5.52 | |
| 0.0000 | 0.00 | |
| 0.8718 | 55.25 | |
| 0.1641 | 4.06 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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