First Trust Managed Futures Strategy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.19% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.93 | |
| 0.2344 | 11.22 | |
| 0.8212 | 168.80 | |
| -0.1143 | -3.91 |
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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