First Trust Flexible Municipal High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.42% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 8.70 | |
| 0.0461 | 14.37 | |
| 0.9309 | 339.61 | |
| 0.0461 | 7.00 |
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Jun 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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