First Trust International Developed Capital Strength ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.02% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.56 | |
| 0.1327 | 12.53 | |
| 0.9754 | 256.35 | |
| -0.1097 | -12.65 |
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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