First Trust Developed Markets ex-US Small Cap AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.60% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 3.37 | |
| 0.0553 | 5.20 | |
| 0.9828 | 423.60 | |
| -0.0848 | -17.55 |
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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