First Trust Dorsey Wright International Focus 5 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.45% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7876 | 9.00 | |
| 0.1794 | 5.97 | |
| 0.7271 | 21.09 | |
| -0.0089 | -1.78 |
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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