First Trust Developed Markets ex-US Small Cap AlphaDEX Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.07% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0059 | -0.95 | |
| 0.0412 | 7.12 | |
| 0.9433 | 140.78 | |
| 0.8489 | 7.17 |
Estimation Period:
Feb 16, 2012 to Feb 6, 2026
Feb 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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