First Trust Senior Floating Rate 2022 Target Term Fund MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.0806 | 98.77 | |
| 0.8319 | 27,730.77 | |
| 0.0000 | 0.03 |
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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