First Trust Senior Floating Rate 2022 Target Term Fund GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 8.92 | |
| 0.1289 | 43.64 | |
| 0.9986 | 5,398.07 | |
| 7.4732 | 6.73 |
Estimation Period:
Dec 22, 2016 to Dec 3, 2021
Dec 22, 2016 to Dec 3, 2021
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