First Trust Developed Markets ex-US AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.20% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2430 | 8.39 | |
| 0.0864 | 22.72 | |
| 0.9782 | 383.15 | |
| 7.8933 | 3.58 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
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