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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.8296	55.27
$γ$	0.1100	18.79
$λ_{1}$	1.2692	0.16
$λ_{2}$	0.2752	0.16
$λ_{3}$	0.0000	0.00

V-Lab

First Trust Active Factor Small Cap ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.83% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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