First Trust Dorsey Wright International Focus 5 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.81% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2423 | 16.33 | |
| 0.1383 | 16.40 | |
| 0.9224 | 180.76 | |
| 8.4370 | 3.16 |
Estimation Period:
Jul 23, 2014 to Feb 13, 2026
Jul 23, 2014 to Feb 13, 2026
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