First Trust Energy Infrastructure Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7214 | 4.55 | |
| 0.1345 | 6.02 | |
| 0.8455 | 42.83 | |
| -0.0045 | -2.61 |
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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