First Trust Developed Markets ex-US Small Cap AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.05% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9648 | 1.91 | |
| 0.0797 | 4.87 | |
| 0.8650 | 36.44 | |
| 0.3143 | 0.59 | |
| 0.2453 | 0.36 | |
| -1.2765 | -3.17 | |
| 1.3436 | 3.42 | |
| -0.9656 | -2.26 | |
| 0.6343 | 1.23 | |
| -0.7519 | -1.43 | |
| 0.7477 | 2.02 | |
| -0.3382 | -1.65 |
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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