First Trust Active Factor Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.93% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0212 | 5.23 | |
| 0.0991 | 4.53 | |
| 0.8638 | 33.32 | |
| 0.0061 | 0.76 |
Estimation Period:
Dec 4, 2019 to Feb 6, 2026
Dec 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Active Factor Mid Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs