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V-Lab

First Trust Flexible Municipal High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.34% (-0.06%)
Analysis last updated: Monday, February 9, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust Flexible Municipal High Income ETF SGARCH
paramt-stat
ω1.58954.00
α0.17614.80
β0.755627.70
γ1-0.1122-0.57
γ20.01200.04
γ30.21791.03
γ4-0.0843-0.32
γ5-0.4787-1.71
γ60.87884.42
γ7-0.3911-2.38
γ8-0.1053-0.59
γ9-0.3953-1.68
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts