First Trust Dynamic Europe Equity Income Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 16.44 | |
| 0.0785 | 5.26 | |
| 0.7594 | 90.33 | |
| 0.2001 | 7.06 |
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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