First Trust Brazil AlphaDEX Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 3.21 | |
| 0.0866 | 8.82 | |
| 0.9849 | 356.83 | |
| -0.0635 | -10.06 |
Estimation Period:
Apr 19, 2011 to Jul 11, 2025
Apr 19, 2011 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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