First Trust Brazil AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1006 | 7.09 | |
| 0.0685 | 3.41 | |
| 0.8840 | 29.86 | |
| 0.2760 | 2.97 | |
| -0.4549 | -3.10 | |
| 0.2833 | 2.86 | |
| -0.1865 | -2.29 | |
| 0.1249 | 2.36 |
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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