First Trust Blmberg R&D Ldrs MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.01% (+5.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.5273 | 16.86 | |
| 0.2060 | 7.61 | |
| 0.6330 | 0.22 | |
| 0.2639 | 0.47 | |
| 0.0307 | 0.01 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Blmberg R&D Ldrs Analyses
Other MF2-GARCH Analyses on ETFs