First Trust Exchange-Traded Fund VIII-Equitycompass Risk Manager ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 4.19 | |
| 0.2151 | 29.46 | |
| 0.7542 | 120.17 | |
| 0.4011 | 24.15 |
Estimation Period:
Apr 11, 2017 to Jul 14, 2023
Apr 11, 2017 to Jul 14, 2023
News Impact Curve
Volatility Forecasts
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