First Trust Active Factor Large Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.14% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 1.62 | |
| 0.2315 | 8.89 | |
| 0.9457 | 138.55 | |
| -0.1418 | -8.22 |
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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