First Trust STOXX European Select Dividend Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.77% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6004 | 3.09 | |
| 0.1284 | 5.99 | |
| 0.8077 | 33.40 | |
| -1.4827 | -3.88 | |
| 1.9472 | 3.73 | |
| -0.7534 | -2.97 | |
| 0.7266 | 3.25 | |
| -0.8697 | -3.83 | |
| 0.7862 | 3.38 | |
| -0.4568 | -2.07 | |
| 0.1215 | 0.61 | |
| -0.0618 | -0.21 | |
| 0.0299 | 0.06 |
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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