First Trust STOXX European Select Dividend Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.18% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0543 | 6.80 | |
| 0.7659 | 60.67 | |
| 0.1403 | 9.58 | |
| 0.0086 | 4.11 | |
| 0.0564 | 4.73 | |
| 0.9397 | 75.26 |
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Aug 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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