First Trust Active Factor Large Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.74% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 6.48 | |
| 0.0125 | 1.01 | |
| 0.8741 | 107.33 | |
| 0.1722 | 7.19 |
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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