First Trust Active Factor Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.32% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9752 | 4.31 | |
| 0.0978 | 4.41 | |
| 0.8643 | 32.98 | |
| -0.0074 | -0.25 |
Estimation Period:
Dec 4, 2019 to Feb 13, 2026
Dec 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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