First Trust Alternative Absolute Return Strategy ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.82% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 17.00 | |
| 0.2171 | 20.49 | |
| 0.7507 | 120.40 |
Estimation Period:
May 23, 2016 to Feb 6, 2026
May 23, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Alternative Absolute Return Strategy ETF Analyses
Other GARCH Analyses on ETFs