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V-Lab

First Trust Flexible Municipal High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.81% (+0.48%)
Analysis last updated: Tuesday, February 10, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust Flexible Municipal High Income ETF S0GARCH
paramt-stat
ω1.62933.60
α0.17814.50
β0.773428.21
γ1-0.1479-0.71
γ20.05270.16
γ30.22050.96
γ4-0.1118-0.38
γ5-0.4299-1.40
γ60.80043.67
γ7-0.2418-1.39
γ8-0.4441-2.74
γ90.45324.39
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts