Skip to main content
V-Lab

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%)
Analysis last updated: Friday, February 6, 2026 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust Developed Markets ex-US Small Cap AlphaDEX Fund S0GARCH
paramt-stat
ω1.96481.91
α0.07974.87
β0.865036.44
γ10.31430.59
γ20.24530.36
γ3-1.2765-3.17
γ41.34363.42
γ5-0.9656-2.26
γ60.63431.23
γ7-0.7519-1.43
γ80.74772.02
γ9-0.3382-1.65
Estimation Period:
Feb 16, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts