First Trust Developed Markets ex-US Small Cap AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.02% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0333 | 6.82 | |
| 0.8947 | 188.36 | |
| 0.0760 | 13.05 | |
| 0.5598 | 0.12 | |
| 0.6134 | 0.12 | |
| 0.0000 | 0.00 |
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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