First Trust Emerging Markets Local Currency Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.76% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 7.68 | |
| 0.0309 | 3.51 | |
| 0.9466 | 159.45 | |
| 0.0182 | 1.51 |
Estimation Period:
Nov 5, 2014 to Feb 13, 2026
Nov 5, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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