First Trust International Developed Capital Strength ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.41% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0334 | 10,333,540.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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