First Trust Emerging Markets Small Cap AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.48% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4204 | 2.39 | |
| 0.1204 | 5.43 | |
| 0.7939 | 22.62 | |
| 0.6043 | 2.24 | |
| -0.8704 | -2.36 | |
| 0.4378 | 2.64 | |
| -0.2247 | -2.08 | |
| 0.0063 | 0.07 | |
| 0.0881 | 1.30 |
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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