First Trust Brazil AlphaDEX Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 9.01 | |
| 0.0260 | 6.26 | |
| 0.9208 | 199.35 | |
| 0.0634 | 5.43 |
Estimation Period:
Apr 19, 2011 to Jul 11, 2025
Apr 19, 2011 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other First Trust Brazil AlphaDEX Fund Analyses
Other GJR-GARCH Analyses on ETFs