First Trust Multi-Asset Diversified Income Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.04% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 23.08 | |
| 0.1498 | 26.44 | |
| 0.8242 | 158.99 |
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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