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V-Lab

First Trust New York Municipal High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.03% (-0.27%)
Analysis last updated: Wednesday, February 11, 2026 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of First Trust New York Municipal High Income ETF SGARCH
paramt-stat
ω0.68974.19
α0.19754.48
β0.38662.48
γ15.83602.56
γ2-10.4881-3.08
γ36.74792.85
γ4-3.4290-1.48
γ53.24351.54
γ6-3.8156-1.83
γ71.42700.56
Estimation Period:
May 13, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts