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	param	t-stat
$ω$	0.3756	4.26
$α$	0.1304	8.66
$β$	0.8428	52.33
$γ_{1}$	-0.0019	-0.03
$γ_{2}$	-0.1283	-1.28
$γ_{3}$	0.2472	3.70
$γ_{4}$	-0.1530	-3.36
$γ_{5}$	0.0307	1.13

V-Lab

First Trust Mortgage Income Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.74% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Mortgage Income Fund Analyses