First Trust Blmberg R&D Ldrs Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.53% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9666 | 4.04 | |
| 0.1155 | 2.08 | |
| 0.8405 | 12.30 | |
| -0.3591 | -0.58 |
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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