First Trust Multi-Manager Large Growth Etf GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 7.34 | |
| 0.0000 | 0.00 | |
| 0.8930 | 144.14 | |
| 0.1502 | 10.00 |
Estimation Period:
Jul 22, 2020 to Feb 6, 2026
Jul 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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