First Trust Alternative Absolute Return Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.64% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 18.59 | |
| 0.3064 | 12.65 | |
| 0.7490 | 105.13 | |
| -0.1649 | -5.33 |
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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