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First Trust Managed Futures Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.39% (-0.91%)
Analysis last updated: Monday, February 9, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust Managed Futures Strategy Fund S0GARCH
paramt-stat
ω0.52894.37
α0.18695.76
β0.739125.28
γ1-1.8716-1.48
γ22.81171.40
γ3-2.3476-1.84
γ42.47132.70
γ5-1.2199-1.69
γ60.33560.46
γ7-0.1881-0.30
γ8-0.7272-1.32
γ91.71473.24
γ10-1.4038-3.54
Estimation Period:
Aug 2, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts