First Trust Multi-Asset Diversified Income Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.82% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4286 | 10.79 | |
| 0.1244 | 25.45 | |
| 0.9713 | 323.67 | |
| 8.7841 | 4.68 |
Estimation Period:
Aug 14, 2012 to Feb 6, 2026
Aug 14, 2012 to Feb 6, 2026
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