First Trust Mortgage Income Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.06% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6375 | 5.78 | |
| 0.1007 | 44.69 | |
| 0.9852 | 395.50 | |
| 4.2293 | 18.22 |
Estimation Period:
May 26, 2005 to Feb 6, 2026
May 26, 2005 to Feb 6, 2026
Other First Trust Mortgage Income Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds