First Trust DJ Global Select Dividend Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.67% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0426 | 8.86 | |
| 0.8296 | 187.39 | |
| 0.1318 | 19.31 | |
| 0.1690 | 8.52 | |
| 0.8546 | 17.98 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 27, 2007 to Feb 6, 2026
Nov 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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