First Trust Energy Infrastructure Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 16.93 | |
| 0.0213 | 8.34 | |
| 0.8993 | 303.50 | |
| 0.1338 | 14.18 |
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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