First Trust Multi-Manager Small Cap Opportunities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.67% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2361 | 9.87 | |
| 0.0628 | 12.20 | |
| 0.9782 | 415.56 | |
| 11.0293 | 1.45 |
Estimation Period:
Oct 14, 2021 to Feb 6, 2026
Oct 14, 2021 to Feb 6, 2026
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