First Trust TCW Emerging Markets Debt ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4500 | 5.33 | |
| 0.0564 | 19.09 | |
| 0.9943 | 968.14 | |
| 7.2689 | 3.90 |
Estimation Period:
Feb 18, 2021 to Apr 4, 2025
Feb 18, 2021 to Apr 4, 2025
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