First Trust Dow Jones International Internet ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.15% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7776 | 5.40 | |
| 0.1031 | 4.55 | |
| 0.8555 | 33.47 | |
| -0.0506 | -2.24 |
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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