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V-Lab

First Trust International Developed Capital Strength ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.50% (+0.65%)
Analysis last updated: Friday, February 6, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of First Trust International Developed Capital Strength ETF S0GARCH
paramt-stat
ω1.21984.81
α0.10883.38
β0.69168.64
γ13.30822.09
γ2-1.7365-0.73
γ3-6.1753-3.84
γ47.56144.48
γ5-4.1616-2.14
γ63.61631.40
γ7-5.6762-1.72
γ84.84331.96
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
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