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	param	t-stat
$ω$	0.0769	7.95
$α$	0.0034	0.97
$β$	0.9045	188.92
$γ$	0.1145	7.52

V-Lab

First Trust Active Factor Small Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.25% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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