First Trust New York Municipal High Income ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.83% (+7.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 12.26 | |
| 0.2381 | 13.87 | |
| 0.4873 | 17.47 | |
| -0.0563 | -2.02 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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