First Trust S&P International Dividend Aristocrats ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.73% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0747 | 11.18 | |
| 0.1239 | 22.85 | |
| 0.9423 | 174.28 | |
| 5.5411 | 6.38 |
Estimation Period:
Aug 23, 2013 to Feb 6, 2026
Aug 23, 2013 to Feb 6, 2026
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