First Trust New York Municipal High Income ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.12% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 15.22 | |
| 0.2732 | 16.74 | |
| 0.4888 | 21.21 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust New York Municipal High Income ETF Analyses
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