First Trust New York Municipal High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.55% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 15.43 | |
| 0.2430 | 9.81 | |
| 0.4916 | 21.50 | |
| 0.0456 | 1.01 |
Estimation Period:
May 13, 2021 to Feb 13, 2026
May 13, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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