First Trust Multi Cap Value AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.73% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 14.58 | |
| 0.0913 | 27.51 | |
| 0.9001 | 249.82 |
Estimation Period:
May 23, 2007 to Feb 6, 2026
May 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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