First Trust Active Factor Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.60% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 3.05 | |
| 0.0748 | 17.12 | |
| 0.8907 | 157.73 | |
| 0.8383 | 20.45 |
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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