First Trust Energy Infrastructure Fund GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 18.45 | |
| 0.1355 | 25.21 | |
| 0.8524 | 189.46 |
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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