First Trust Multi-Asset Diversified Income Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.07% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 16.60 | |
| 0.0409 | 9.32 | |
| 0.8603 | 218.95 | |
| 0.1586 | 12.87 |
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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