First Trust International Developed Capital Strength ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.12% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0038 | -1.11 | |
| 0.0707 | 14.72 | |
| 0.8980 | 159.76 | |
| 0.7196 | 15.43 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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