First Trust Mortgage Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.38% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 16.05 | |
| 0.1201 | 20.96 | |
| 0.8672 | 299.77 | |
| 0.0154 | 1.44 |
Estimation Period:
May 26, 2005 to Feb 6, 2026
May 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Mortgage Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds