First Trust Multi-Manager Small Cap Opportunities ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.72% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 3.14 | |
| 0.0926 | 14.36 | |
| 0.9692 | 242.31 | |
| -0.0950 | -13.09 |
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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