First Trust Emerging Markets AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 19.07 | |
| 0.0331 | 7.61 | |
| 0.8630 | 213.68 | |
| 0.1131 | 11.09 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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