First Trust Dorsey Wright International Focus 5 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.48% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1143 | 21.36 | |
| 0.1787 | 23.78 | |
| 0.7351 | 87.18 |
Estimation Period:
Jul 23, 2014 to Feb 13, 2026
Jul 23, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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