First Trust Multi-Manager Small Cap Opportunities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.70% (+5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8763 | 6.48 | |
| 0.0653 | 1.86 | |
| 0.8459 | 13.06 | |
| -2.3854 | -4.54 | |
| 3.7905 | 4.76 | |
| -1.7637 | -3.34 | |
| 0.3373 | 0.95 |
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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