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First Trust Developed Markets ex-US Small Cap AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.41% (+2.69%)
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 SGARCH
paramt-stat
ω2.26582.23
α0.07744.93
β0.876943.43
γ10.58222.21
γ2-0.7810-2.17
γ30.36742.07
γ4-0.2374-1.47
γ5-0.0266-0.14
γ60.26311.15
Estimation Period:
Feb 16, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts