First Trust Managed Futures Strategy Fund APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.00% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 16.07 | |
| 0.1687 | 24.80 | |
| 0.8313 | 159.90 | |
| -0.1852 | -6.91 | |
| 1.8244 | 29.37 |
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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