First Trust Alternative Absolute Return Strategy ETF Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.84% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 9.99 | |
| 0.3706 | 12.77 | |
| 0.5867 | 31.99 | |
| -0.0629 | -1.56 |
Estimation Period:
May 26, 2016 to Feb 13, 2026
May 26, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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