First Trust Active Factor Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.29% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 7.77 | |
| 0.0000 | 0.00 | |
| 0.8991 | 207.16 | |
| 0.1318 | 8.91 |
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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