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V-Lab

First Trust Emerging Markets Small Cap AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.74% (+1.45%)
Analysis last updated: Friday, February 6, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust Emerging Markets Small Cap AlphaDEX Fund SGARCH
paramt-stat
ω2.42022.40
α0.12095.45
β0.791422.48
γ10.60782.26
γ2-0.8781-2.39
γ30.45012.72
γ4-0.2490-2.25
γ50.05630.51
γ6-0.0311-0.18
Estimation Period:
Feb 20, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts