First Trust WCM Inter EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.17% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9553 | 12.27 | |
| 0.1087 | 6.75 | |
| 0.8148 | 32.94 | |
| 8.6913 | 0.57 |
Estimation Period:
Oct 7, 2024 to Feb 6, 2026
Oct 7, 2024 to Feb 6, 2026
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