First Trust Dow Jones International Internet ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.01% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1460 | 11.98 | |
| 0.0471 | 7.20 | |
| 0.8711 | 168.75 | |
| 0.1026 | 5.05 |
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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