First Trust Active Factor Small Cap ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.23% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 10.51 | |
| 0.0405 | 5.44 | |
| 0.9065 | 177.26 | |
| 0.7518 | 5.33 | |
| 1.9253 | 18.17 |
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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