First Trust Lunt US Factor Rotation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.44% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8025 | 3.91 | |
| 0.1789 | 6.49 | |
| 0.8012 | 29.29 | |
| -0.0143 | -2.30 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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