First Trust Latin America AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.42% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 10.46 | |
| 0.0125 | 4.04 | |
| 0.9180 | 219.56 | |
| 0.0870 | 8.03 |
Estimation Period:
Apr 20, 2011 to Feb 6, 2026
Apr 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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