First Trust Merger Arbitrage ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.38% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 11.80 | |
| 0.3483 | 13.66 | |
| 0.4611 | 20.11 |
Estimation Period:
Feb 5, 2020 to Feb 6, 2026
Feb 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Merger Arbitrage ETF Analyses
Other GARCH Analyses on ETFs