First Trust DJ Global Select Dividend Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8536 | 6.75 | |
| 0.1402 | 7.02 | |
| 0.8238 | 41.54 | |
| 0.0130 | 5.25 |
Estimation Period:
Nov 27, 2007 to Feb 6, 2026
Nov 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust DJ Global Select Dividend Index Fund Analyses
Other Spline-GARCH Analyses on ETFs