First Trust Exchange-Traded Fund VI-Developed International Equity Select ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9388 | 5.43 | |
| 0.0831 | 19.10 | |
| 0.9787 | 242.61 | |
| 5.1529 | 5.90 |
Estimation Period:
Jun 23, 2017 to Jun 16, 2023
Jun 23, 2017 to Jun 16, 2023
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