First Trust Enhanced Equity Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.61% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 23.90 | |
| 0.0644 | 9.63 | |
| 0.8315 | 184.81 | |
| 0.1577 | 14.22 |
Estimation Period:
Aug 27, 2004 to Feb 6, 2026
Aug 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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