First Trust New York Municipal High Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.53% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2097 | 14.71 | |
| 0.3480 | 8.82 | |
| 0.0434 | 1.34 | |
| 0.0487 | 0.26 | |
| 0.3517 | 0.28 | |
| 0.0000 | 0.00 |
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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