First Trust Managed Futures Strategy Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.45% (+4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 15.20 | |
| 0.1797 | 23.80 | |
| 0.8156 | 158.64 | |
| -0.0892 | -5.30 |
Estimation Period:
Aug 2, 2013 to Feb 6, 2026
Aug 2, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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