First Trust Exchange-Traded Fund VIII-Equitycompass Risk Manager ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0468 | 4.47 | |
| 0.7136 | 58.29 | |
| 0.3175 | 19.37 | |
| 0.0447 | 3.55 | |
| 0.1428 | 3.10 | |
| 0.8137 | 13.85 |
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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