First Trust Multi-Asset Diversified Income Index Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.99% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 1.73 | |
| 0.1183 | 25.86 | |
| 0.8557 | 194.25 | |
| 0.3255 | 26.18 |
Estimation Period:
Aug 14, 2012 to Feb 6, 2026
Aug 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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