First Trust Dorsey Wright International Focus 5 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.27% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8699 | 10.25 | |
| 0.1785 | 6.14 | |
| 0.7346 | 22.10 | |
| -0.0011 | -0.91 |
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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