First Trust Active Factor Large Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.85% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 1.90 | |
| 0.1482 | 8.92 | |
| 0.8129 | 45.82 | |
| 0.5093 | 5.62 |
Estimation Period:
Dec 4, 2019 to Feb 6, 2026
Dec 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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