First Trust North American Energy Infrastructure Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.47% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0085 | 1.94 | |
| 0.7903 | 111.52 | |
| 0.1913 | 28.55 | |
| 0.1344 | 0.71 | |
| 0.6344 | 0.69 | |
| 0.2040 | 0.18 |
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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