First Trust Senior Floating Rate 2022 Target Term Fund GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 7.88 | |
| 0.1564 | 14.86 | |
| 0.8436 | 112.83 |
Estimation Period:
Dec 22, 2016 to Dec 3, 2021
Dec 22, 2016 to Dec 3, 2021
News Impact Curve
Volatility Forecasts
Other First Trust Senior Floating Rate 2022 Target Term Fund Analyses
Other GARCH Analyses on Closed-end Funds