First Trust STOXX European Select Dividend Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.24% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9151 | 5.43 | |
| 0.0774 | 50.48 | |
| 0.9968 | 2,072.29 | |
| 6.3271 | 10.30 |
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Aug 30, 2007 to Feb 6, 2026
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