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V-Lab

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%)
Analysis last updated: Monday, February 9, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of First Trust New York Municipal High Income ETF S0GARCH
paramt-stat
ω0.69074.18
α0.20024.51
β0.38802.51
γ15.83172.56
γ2-10.4866-3.07
γ36.77552.85
γ4-3.5502-1.52
γ53.60741.69
γ6-4.7091-2.27
γ73.66272.47
Estimation Period:
May 13, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts