First Trust TCW Emerging Markets Debt ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.8171 | 8,170,660.00 | |
| 0.0000 | 100.00 | |
| 0.3658 | 3,658,490.00 | |
| 0.0000 | 0.00 | |
| 0.6349 | 346.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 18, 2021 to Apr 4, 2025
Feb 18, 2021 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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