First Trust Developed Markets ex-US Small Cap AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.90% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 17.15 | |
| 0.0474 | 6.45 | |
| 0.9272 | 125.88 |
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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