V-Lab: First Trust Nasdaq Artificial Intelligence and Robotics ETF AGARCH Volatility Analysis

V-Lab

First Trust Nasdaq Artificial Intelligence and Robotics ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:19.19% (-0.93%)

Analysis last updated: Friday, June 27, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0381	7.02
$α$	0.1016	18.93
$β$	0.8763	145.30
$γ$	0.4910	10.84

Estimation Period:
Feb 22, 2018 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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