First Trust Chindia ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 11.40 | |
| 0.0205 | 8.04 | |
| 0.9174 | 357.52 | |
| 0.0971 | 13.57 |
Estimation Period:
May 11, 2007 to Jan 13, 2023
May 11, 2007 to Jan 13, 2023
News Impact Curve
Volatility Forecasts
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