First Trust Dow Jones International Internet ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.06% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 8.49 | |
| 0.1708 | 19.23 | |
| 0.9644 | 343.83 | |
| -0.0659 | -6.37 |
Estimation Period:
Nov 7, 2018 to Feb 6, 2026
Nov 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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