First Trust Lunt US Factor Rotation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.17% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6923 | 8.04 | |
| 0.1392 | 19.99 | |
| 0.9764 | 326.12 | |
| 9.0648 | 3.76 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
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