First Trust Senior Floating Rate Income Fund II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.57% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4445 | 4.49 | |
| 0.1824 | 7.58 | |
| 0.7841 | 33.75 | |
| -0.0229 | -0.86 | |
| -0.0139 | -0.35 | |
| 0.0744 | 3.11 | |
| -0.0524 | -3.47 |
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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