First Trust Multi-Asset Diversified Income Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.50% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6586 | 6.42 | |
| 0.1556 | 6.67 | |
| 0.8094 | 37.07 | |
| -0.0033 | -2.28 |
Estimation Period:
Aug 14, 2012 to Feb 6, 2026
Aug 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Multi-Asset Diversified Income Index Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs