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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4268	4.77***
α ARCH Response to squared shocks	0.1802	1.91*
β GARCH Volatility persistence	0.6984	14.77***
γ leverage Additional response to negative shocks	-0.0600	-0.55

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First Trust Enhanced Stocks Bonds & Gold ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust Enhanced Stocks Bonds & Gold ETF Analyses