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

V-Lab

First Trust Nasdaq Artificial Intelligence and Robotics ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.32% (-1.15%)

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
$ω$	0.7540	5.03
$α$	0.1117	4.01
$β$	0.8622	27.87
$γ_{1}$	-0.0128	-0.52

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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