First Trust Merger Arbitrage ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.97% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 14.47 | |
| 0.3603 | 14.11 | |
| 0.4582 | 24.82 | |
| 0.1091 | 10.06 |
Estimation Period:
Feb 5, 2020 to Feb 6, 2026
Feb 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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