First Trust Alternative Absolute Return Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.60% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0664 | -11.82 | |
| 0.3399 | 21.98 | |
| 0.9024 | 176.98 | |
| 0.0602 | 5.09 |
Estimation Period:
May 23, 2016 to Feb 6, 2026
May 23, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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