First Trust Mortgage Income Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.74% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.19 | |
| 0.2452 | 42.44 | |
| 0.9728 | 587.46 | |
| -0.0282 | -4.25 |
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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