First Trust Mortgage Income Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.43% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 15.43 | |
| 0.1282 | 37.92 | |
| 0.8671 | 293.13 | |
| 0.0236 | 1.02 |
Estimation Period:
May 26, 2005 to Feb 6, 2026
May 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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