First Trust Developed Markets ex-US AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.90% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5798 | 7.42 | |
| 0.1173 | 5.60 | |
| 0.8357 | 36.91 | |
| 0.0445 | 4.56 | |
| -0.0681 | -3.61 |
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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