First Trust Developed Markets ex-US AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.44% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0214 | 3.83 | |
| 0.8236 | 140.04 | |
| 0.1535 | 22.30 | |
| 0.2438 | 0.69 | |
| 0.7692 | 0.72 | |
| 0.0000 | 0.00 |
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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