First Trust WCM Inter EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.90% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2582 | 8.91 | |
| 0.0000 | 0.00 | |
| 0.5570 | 13.01 | |
| 0.4017 | 3.65 |
Estimation Period:
Oct 7, 2024 to Feb 6, 2026
Oct 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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