First Trust Active Factor Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.33% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9790 | 4.28 | |
| 0.0991 | 4.44 | |
| 0.8630 | 32.69 | |
| -0.0062 | -0.20 |
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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