First Trust Active Factor Large Cap ETF Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:20.10% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1962 | 13.55 | |
| 0.1395 | 5.60 | |
| 0.6596 | 32.58 | |
| 0.1750 | 2.51 |
Estimation Period:
Dec 4, 2019 to Feb 13, 2026
Dec 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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