First Trust Managed Futures Strategy Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.97% (-8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.8861 | 5.83 | |
| 0.3886 | 5.91 | |
| 0.0000 | 0.00 |
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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