First Trust Flexible Municipal High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.81% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6293 | 3.60 | |
| 0.1781 | 4.50 | |
| 0.7734 | 28.21 | |
| -0.1479 | -0.71 | |
| 0.0527 | 0.16 | |
| 0.2205 | 0.96 | |
| -0.1118 | -0.38 | |
| -0.4299 | -1.40 | |
| 0.8004 | 3.67 | |
| -0.2418 | -1.39 | |
| -0.4441 | -2.74 | |
| 0.4532 | 4.39 |
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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