First Trust Developed Markets ex-US AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.13% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.71 | |
| 0.1761 | 22.05 | |
| 0.9668 | 498.34 | |
| -0.1059 | -16.28 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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