First Trust Multi-Asset Diversified Income Index Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.26% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0176 | -8.80 | |
| 0.1952 | 26.46 | |
| 0.9753 | 610.30 | |
| -0.1070 | -16.33 |
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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