First Trust RiverFront Dynamic Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.79% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 16.02 | |
| 0.0408 | 4.71 | |
| 0.8415 | 155.09 | |
| 0.1157 | 6.53 |
Estimation Period:
Jun 15, 2016 to Feb 13, 2026
Jun 15, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other First Trust RiverFront Dynamic Emerging Markets ETF Analyses
Other GJR-GARCH Analyses on ETFs