First Trust Emerging Markets Small Cap AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.36% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 7.11 | |
| 0.0281 | 2.98 | |
| 0.9099 | 88.00 | |
| 0.0606 | 3.74 |
Estimation Period:
Feb 20, 2012 to Feb 13, 2026
Feb 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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