First Trust Active Factor Large Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.63% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2511 | 2.96 | |
| 0.1352 | 4.39 | |
| 0.8346 | 25.27 | |
| 0.0359 | 0.92 |
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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