First Trust Emerging Markets AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.00% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0281 | 5.82 | |
| 0.8261 | 151.80 | |
| 0.1163 | 19.24 | |
| 0.6065 | 0.19 | |
| 0.5375 | 0.19 | |
| 0.0373 | 0.01 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Emerging Markets AlphaDEX Fund Analyses
Other MF2-GARCH Analyses on ETFs