First Trust Active Factor Mid Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.88% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 10.99 | |
| 0.1004 | 18.48 | |
| 0.8643 | 135.61 |
Estimation Period:
Dec 4, 2019 to Feb 20, 2026
Dec 4, 2019 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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