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	param	t-stat
$ω$	-0.4133	-11.35
$α$	0.3782	12.67
$β$	0.8315	61.45
$γ$	-0.1676	-10.19

V-Lab

First Trust Merger Arbitrage ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.99% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Merger Arbitrage ETF Analyses