First Trust Managed Futures Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.39% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5289 | 4.37 | |
| 0.1869 | 5.76 | |
| 0.7391 | 25.28 | |
| -1.8716 | -1.48 | |
| 2.8117 | 1.40 | |
| -2.3476 | -1.84 | |
| 2.4713 | 2.70 | |
| -1.2199 | -1.69 | |
| 0.3356 | 0.46 | |
| -0.1881 | -0.30 | |
| -0.7272 | -1.32 | |
| 1.7147 | 3.24 | |
| -1.4038 | -3.54 |
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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