First Trust S&P International Dividend Aristocrats ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.59% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0112 | 8.24 | |
| 0.1451 | 4.73 | |
| 0.7938 | 20.09 | |
| 0.0010 | 0.68 |
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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