First Trust Developed Markets ex-US Small Cap AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.61% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 8.80 | |
| 0.0007 | 0.09 | |
| 0.9440 | 172.82 | |
| 0.0739 | 6.93 |
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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