V-Lab
FT Vest Gold Strategy Target Income ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.13% (-1.48%)
Analysis last updated: Thursday, May 2, 2024 at 01:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 9.15 | |
| 0.1001 | 8.29 | |
| 0.5614 | 14.77 | |
| 0.5039 | 6.84 |
Estimation Period:
Mar 3, 2021 to Apr 26, 2024
Mar 3, 2021 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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