First Trust Dynamic Europe Equity Income Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 8.07 | |
| 0.2493 | 13.93 | |
| 0.9271 | 188.55 | |
| -0.1313 | -9.57 |
Estimation Period:
Sep 25, 2015 to Nov 17, 2023
Sep 25, 2015 to Nov 17, 2023
News Impact Curve
Volatility Forecasts
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