First Trust Dorsey Wright International Focus 5 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.07% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 23.01 | |
| 0.0935 | 5.34 | |
| 0.7501 | 95.30 | |
| 0.1530 | 5.77 |
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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