First Trust Active Factor Mid Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.39% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 3.00 | |
| 0.1173 | 10.06 | |
| 0.9622 | 213.11 | |
| -0.1292 | -14.00 |
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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