First Trust International Developed Capital Strength ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.39% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2203 | 4.73 | |
| 0.1107 | 3.34 | |
| 0.7024 | 9.22 | |
| 2.8843 | 5.08 | |
| -5.1645 | -5.79 | |
| 3.4823 | 4.76 | |
| -1.0366 | -1.33 | |
| -2.0266 | -1.07 |
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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