First Trust Exchange-Traded Fund VIII-Equitycompass Risk Manager ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0137 | -3.99 | |
| 0.3322 | 27.12 | |
| 0.9443 | 319.11 | |
| -0.1683 | -17.91 |
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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