First Trust Merger Arbitrage ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.65% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7267 | 3.70 | |
| 0.3854 | 3.66 | |
| 0.2484 | 2.26 | |
| 4.8090 | 5.48 | |
| -5.3983 | -4.32 | |
| 0.3926 | 0.51 | |
| -0.2968 | -0.38 | |
| 1.9270 | 1.82 | |
| -3.8615 | -2.29 |
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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