First Trust Multi-Manager Small Cap Opportunities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.10% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 5.40 | |
| 0.0000 | 0.00 | |
| 0.9095 | 166.67 | |
| 0.1150 | 6.84 |
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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