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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2658 | 2.23 | |
| 0.0774 | 4.93 | |
| 0.8769 | 43.43 | |
| 0.5822 | 2.21 | |
| -0.7810 | -2.17 | |
| 0.3674 | 2.07 | |
| -0.2374 | -1.47 | |
| -0.0266 | -0.14 | |
| 0.2631 | 1.15 |
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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