First Trust Energy Infrastructure Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 6.81 | |
| 0.1772 | 26.76 | |
| 0.9732 | 660.23 | |
| -0.1053 | -17.24 |
Estimation Period:
Sep 28, 2011 to May 3, 2024
Sep 28, 2011 to May 3, 2024
News Impact Curve
Volatility Forecasts
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