First Trust Flexible Municipal High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.34% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5895 | 4.00 | |
| 0.1761 | 4.80 | |
| 0.7556 | 27.70 | |
| -0.1122 | -0.57 | |
| 0.0120 | 0.04 | |
| 0.2179 | 1.03 | |
| -0.0843 | -0.32 | |
| -0.4787 | -1.71 | |
| 0.8788 | 4.42 | |
| -0.3911 | -2.38 | |
| -0.1053 | -0.59 | |
| -0.3953 | -1.68 |
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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