First Trust Dorsey Wright International Focus 5 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.47% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 6.24 | |
| 0.2784 | 19.76 | |
| 0.9231 | 242.79 | |
| -0.1062 | -8.06 |
Estimation Period:
Jul 23, 2014 to Feb 6, 2026
Jul 23, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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