First Trust Dow Jones International Internet ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.10% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0272 | 3.37 | |
| 0.7734 | 61.29 | |
| 0.1465 | 13.85 | |
| 0.8720 | 0.40 | |
| 0.6007 | 0.39 | |
| 0.2228 | 0.11 |
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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