First Trust Active Factor Mid Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.88% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7470 | 17.74 | |
| 0.1197 | 17.26 | |
| 0.9225 | 191.99 | |
| 6.1786 | 5.57 |
Estimation Period:
Dec 4, 2019 to Feb 6, 2026
Dec 4, 2019 to Feb 6, 2026
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