First Trust Emerging Markets Local Currency Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.33% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0199 | -3.58 | |
| 0.0635 | 4.33 | |
| 0.9622 | 141.29 | |
| -0.0359 | -3.89 |
Estimation Period:
Nov 5, 2014 to Feb 6, 2026
Nov 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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