First Trust Emerging Markets AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.59% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0695 | 8.45 | |
| 0.1167 | 6.70 | |
| 0.8325 | 39.06 | |
| 0.0017 | 0.45 |
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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