First Trust S&P International Dividend Aristocrats ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.50% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 6.38 | |
| 0.2583 | 17.32 | |
| 0.9514 | 246.47 | |
| -0.0597 | -4.76 |
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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