First Trust RiverFront Dynamic Europe ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 14.62 | |
| 0.0266 | 4.36 | |
| 0.8449 | 186.09 | |
| 0.1551 | 11.06 |
Estimation Period:
Apr 14, 2016 to Jan 9, 2026
Apr 14, 2016 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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