First Trust Multi-Manager Small Cap Opportunities ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.42% (+6.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 9.01 | |
| 0.0823 | 15.57 | |
| 0.8946 | 140.00 |
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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