First Trust Blmberg R&D Ldrs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.70% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0634 | 3.78 | |
| 0.1180 | 2.16 | |
| 0.8427 | 12.89 | |
| 0.0395 | 0.28 |
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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