First Trust RiverFront Dynamic Europe ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3565 | 3.12 | |
| 0.1222 | 3.84 | |
| 0.7458 | 15.23 | |
| 0.9248 | 1.07 | |
| -0.0538 | -0.05 | |
| -2.0023 | -2.27 | |
| 2.3570 | 2.80 | |
| -2.7126 | -3.76 | |
| 3.1689 | 3.96 | |
| -3.4410 | -4.21 | |
| 2.7617 | 3.24 | |
| -0.8529 | -0.78 | |
| -2.3373 | -1.01 |
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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