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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8977	3.39***
α ARCH Response to squared shocks	0.1466	1.68*
β GARCH Volatility persistence	0.6918	4.18***

V-Lab

First Trust Enhanced Stocks Bonds & Gold ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust Enhanced Stocks Bonds & Gold ETF Analyses