First Trust Exchange-Traded Fund VIII-Equitycompass Risk Manager ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8408 | 3.58 | |
| 0.2459 | 8.15 | |
| 0.7246 | 26.56 | |
| -0.0146 | -1.88 |
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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