First Trust DJ Global Select Dividend Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.70% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9667 | 4.62 | |
| 0.0965 | 48.95 | |
| 0.9962 | 1,268.98 | |
| 6.5339 | 10.46 |
Estimation Period:
Nov 27, 2007 to Feb 6, 2026
Nov 27, 2007 to Feb 6, 2026
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