First Trust Exchange-Traded Fund VI-Developed International Equity Select ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 8.75 | |
| 0.0392 | 2.93 | |
| 0.8960 | 119.12 | |
| 0.0909 | 4.25 |
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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