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V-Lab

First Trust STOXX European Select Dividend Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.77% (-1.20%)
Analysis last updated: Wednesday, February 11, 2026 at 11:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust STOXX European Select Dividend Index Fund SGARCH
paramt-stat
ω0.60043.09
α0.12845.99
β0.807733.40
γ1-1.4827-3.88
γ21.94723.73
γ3-0.7534-2.97
γ40.72663.25
γ5-0.8697-3.83
γ60.78623.38
γ7-0.4568-2.07
γ80.12150.61
γ9-0.0618-0.21
γ100.02990.06
Estimation Period:
Aug 30, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts