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	param	t-stat
$ω$	0.0180	12.75
$α$	0.1687	6.34
$β$	0.4650	23.31
$γ$	0.4195	6.25

V-Lab

First Trust Merger Arbitrage ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.16% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Merger Arbitrage ETF Analyses