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V-Lab

First Trust Alternative Absolute Return Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.88% (-1.45%)
Analysis last updated: Friday, February 6, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of First Trust Alternative Absolute Return Strategy ETF S0GARCH
paramt-stat
ω0.73202.77
α0.20073.67
β0.47537.01
γ11.76012.08
γ2-3.6001-3.18
γ33.56883.94
γ4-2.4404-2.00
γ50.75180.69
γ6-0.6653-0.97
γ71.17662.37
γ8-0.2233-0.55
γ9-0.6920-2.48
Estimation Period:
May 23, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts