First Trust S&P International Dividend Aristocrats ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.31% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1052 | 8.01 | |
| 0.7821 | 59.11 | |
| 0.0515 | 3.60 | |
| 0.4728 | 0.59 | |
| 0.5685 | 0.63 | |
| 0.0000 | 0.00 |
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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