First Trust Developed Markets ex-US AlphaDEX Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 4.58 | |
| 0.1084 | 23.83 | |
| 0.8555 | 192.80 | |
| 0.5637 | 17.48 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Developed Markets ex-US AlphaDEX Fund Analyses
Other AGARCH Analyses on ETFs