First Trust Merger Arbitrage ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.55% (+0.39%)
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
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