First Trust Multi Cap Value AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.05% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8654 | 7.99 | |
| 0.0831 | 35.49 | |
| 0.9886 | 707.15 | |
| 7.0566 | 7.34 |
Estimation Period:
May 23, 2007 to Feb 6, 2026
May 23, 2007 to Feb 6, 2026
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