First Trust Developed Markets ex-US AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.54% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4867 | 7.19 | |
| 0.1166 | 5.78 | |
| 0.8410 | 38.49 | |
| 0.0334 | 4.36 | |
| -0.0415 | -4.36 |
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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