Skip to main content
V-Lab

First Trust STOXX European Select Dividend Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.04% (+2.06%)
Analysis last updated: Friday, February 6, 2026 at 11:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust STOXX European Select Dividend Index Fund S0GARCH
paramt-stat
ω0.61743.21
α0.12835.99
β0.807433.15
γ1-1.4405-3.82
γ21.88073.63
γ3-0.7090-2.80
γ40.69013.10
γ5-0.8406-3.71
γ60.76453.30
γ7-0.4432-2.03
γ80.11830.66
γ9-0.0743-0.39
γ100.07030.40
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts