First Trust Active Factor Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.49% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8922 | 240.94 | |
| 0.1171 | 24.52 | |
| 0.0194 | 0.98 | |
| 0.0000 | 0.00 | |
| 0.9869 | 97.76 |
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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