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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0793	9.40
$β$	0.7493	80.98
$γ$	0.1814	16.90
$λ_{1}$	0.0944	2.45
$λ_{2}$	0.2546	3.05
$λ_{3}$	0.7037	6.69

V-Lab

First Trust Lunt US Factor Rotation ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.56% (+1.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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