First Trust Exchange-Traded Fund VI-Developed International Equity Select ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 0.94 | |
| 0.1493 | 6.96 | |
| 0.9773 | 380.58 | |
| -0.0760 | -4.09 |
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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