First Trust International Developed Capital Strength ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.78% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9123 | 10.52 | |
| 0.1021 | 12.37 | |
| 0.9488 | 199.99 | |
| 7.4953 | 2.66 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
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