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	param	t-stat
$ω$	1.1294	3.96
$α$	0.0780	3.34
$β$	0.8826	30.08
$γ_{1}$	0.0154	0.49

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

Volatility Prediction for Wednesday, February 11th, 2026:20.11% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

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