First Trust Senior Floating Rate 2022 Target Term Fund APARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 5.75 | |
| 0.1352 | 17.40 | |
| 0.8648 | 157.29 | |
| 0.2426 | 6.55 | |
| 1.8666 | 19.40 |
Estimation Period:
Dec 22, 2016 to Dec 3, 2021
Dec 22, 2016 to Dec 3, 2021
News Impact Curve
Volatility Forecasts
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