First Trust New York Municipal High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.46% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6907 | 4.18 | |
| 0.2002 | 4.51 | |
| 0.3880 | 2.51 | |
| 5.8317 | 2.56 | |
| -10.4866 | -3.07 | |
| 6.7755 | 2.85 | |
| -3.5502 | -1.52 | |
| 3.6074 | 1.69 | |
| -4.7091 | -2.27 | |
| 3.6627 | 2.47 |
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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