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	param	t-stat
$ω$	0.0390	15.14
$α$	0.1047	9.96
$β$	0.8197	113.00
$γ$	0.1337	7.94

V-Lab

First Trust Lunt US Factor Rotation ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.01% (+3.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Lunt US Factor Rotation ETF Analyses