First Trust Senior Floating Rate Income Fund II MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.13% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1031 | 20.98 | |
| 0.7106 | 73.94 | |
| 0.1717 | 16.14 | |
| 0.0100 | 3.82 | |
| 0.1025 | 4.80 | |
| 0.8834 | 34.55 |
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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