First Trust Emerging Markets Small Cap AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.74% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 1.0000 | 9,999,850.00 | |
| 0.1275 | 1,275,100.00 | |
| -0.2550 | -2,549,900.00 | |
| 1.0423 | 10,423,120.00 | |
| 0.1454 | 1,454,290.00 | |
| 0.0000 | 150.00 |
Estimation Period:
Feb 20, 2012 to Feb 6, 2026
Feb 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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