First Trust Senior Floating Rate Income Fund II EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.53% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -3.96 | |
| 0.3077 | 41.40 | |
| 0.9607 | 558.90 | |
| -0.0644 | -10.51 |
Estimation Period:
May 26, 2004 to Feb 6, 2026
May 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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