First Trust New York Municipal High Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.34% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 4.37 | |
| 0.1357 | 10.25 | |
| 0.9356 | 63.30 | |
| 4.3141 | 4.86 |
Estimation Period:
May 13, 2021 to Feb 13, 2026
May 13, 2021 to Feb 13, 2026
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