First Trust North American Energy Infrastructure Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.78% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 17.77 | |
| 0.0367 | 8.54 | |
| 0.8546 | 194.50 | |
| 0.1596 | 12.37 |
Estimation Period:
Jun 21, 2012 to Feb 6, 2026
Jun 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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