First Trust Developed Markets ex-US AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.59% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 18.19 | |
| 0.1135 | 23.75 | |
| 0.8612 | 178.94 |
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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