First Trust Developed Markets ex-US AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.57% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 18.46 | |
| 0.0360 | 5.92 | |
| 0.8648 | 201.22 | |
| 0.1354 | 12.37 |
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 GJR-GARCH Analyses on ETFs