First Trust Exchange-Traded Fund VIII-Equitycompass Risk Manager ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 20.65 | |
| 0.0818 | 8.07 | |
| 0.7469 | 111.41 | |
| 0.3044 | 14.78 |
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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