First Trust Dorsey Wright International Focus 5 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.81% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0900 | 5.75 | |
| 0.6919 | 71.13 | |
| 0.1682 | 8.98 | |
| 0.5241 | 1.25 | |
| 0.5989 | 1.28 | |
| 0.0000 | 0.00 |
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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