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First Trust RiverFront Dynamic Europe ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 9, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of First Trust RiverFront Dynamic Europe ETF SGARCH
paramt-stat
ω1.35653.12
α0.12223.84
β0.745815.23
γ10.92481.07
γ2-0.0538-0.05
γ3-2.0023-2.27
γ42.35702.80
γ5-2.7126-3.76
γ63.16893.96
γ7-3.4410-4.21
γ82.76173.24
γ9-0.8529-0.78
γ10-2.3373-1.01
Estimation Period:
Apr 14, 2016 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts