First Trust Active Factor Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.03% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1086 | 14.43 | |
| 0.0868 | 17.64 | |
| 0.9530 | 228.65 | |
| 6.4191 | 4.85 |
Estimation Period:
Dec 4, 2019 to Feb 6, 2026
Dec 4, 2019 to Feb 6, 2026
Other First Trust Active Factor Small Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs