First Trust S&P International Dividend Aristocrats ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.72% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 9.25 | |
| 0.1231 | 18.21 | |
| 0.8278 | 116.49 | |
| 0.3479 | 8.93 |
Estimation Period:
Aug 23, 2013 to Feb 6, 2026
Aug 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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