First Trust Merger Arbitrage ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.33% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 7.73 | |
| 0.1908 | 20.44 | |
| 0.8849 | 62.04 | |
| 3.2159 | 15.00 |
Estimation Period:
Feb 5, 2020 to Feb 6, 2026
Feb 5, 2020 to Feb 6, 2026
Other First Trust Merger Arbitrage ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs