First Trust Active Factor Large Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.84% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1353 | 9.58 | |
| 0.1273 | 19.39 | |
| 0.9572 | 178.28 | |
| 7.0276 | 4.32 |
Estimation Period:
Dec 4, 2019 to Feb 13, 2026
Dec 4, 2019 to Feb 13, 2026
Other First Trust Active Factor Large Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs