First Trust Merger Arbitrage ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.39% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8820 | 3.21 | |
| 0.3864 | 4.09 | |
| 0.2841 | 2.59 | |
| 3.1120 | 4.74 | |
| -3.6260 | -3.95 | |
| 0.0657 | 0.11 | |
| 1.0965 | 1.99 | |
| -0.9667 | -2.18 |
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 Zero Slope Spline-GARCH Analyses on ETFs