First Trust Exchange-Traded Fund VI-Developed International Equity Select ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 1.40 | |
| 0.0823 | 10.85 | |
| 0.8913 | 107.87 | |
| 0.5112 | 9.13 |
Estimation Period:
Jun 23, 2017 to Jun 16, 2023
Jun 23, 2017 to Jun 16, 2023
News Impact Curve
Volatility Forecasts
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