First Trust Emerging Markets Small Cap AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.21% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7819 | 6.21 | |
| 0.0852 | 26.30 | |
| 0.9774 | 206.63 | |
| 4.3566 | 13.18 |
Estimation Period:
Feb 20, 2012 to Feb 13, 2026
Feb 20, 2012 to Feb 13, 2026
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