First Trust/abrdn Emerging Opportunity Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 13.45 | |
| 0.0679 | 11.96 | |
| 0.8397 | 115.46 | |
| 0.1254 | 7.37 |
Estimation Period:
Aug 31, 2006 to Nov 25, 2022
Aug 31, 2006 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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