First Trust Managed Futures Strategy Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.64% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7358 | 5.24 | |
| 0.0782 | 52.51 | |
| 0.9908 | 639.24 | |
| 3.4005 | 33.16 |
Estimation Period:
Aug 2, 2013 to Feb 6, 2026
Aug 2, 2013 to Feb 6, 2026
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