First Trust Multi-Asset Diversified Income Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.75% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6267 | 5.74 | |
| 0.1616 | 6.31 | |
| 0.7869 | 30.52 | |
| -0.0425 | -1.36 | |
| 0.0996 | 2.12 | |
| -0.1643 | -3.74 |
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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