First Trust Multi Cap Value AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.78% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 13.50 | |
| 0.0139 | 6.57 | |
| 0.9119 | 439.89 | |
| 0.1285 | 22.57 |
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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