First Trust Multi-Manager Small Cap Opportunities ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.56% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 4.31 | |
| 0.0709 | 18.48 | |
| 0.8999 | 177.18 | |
| 0.7373 | 14.47 |
Estimation Period:
Oct 14, 2021 to Feb 6, 2026
Oct 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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