First Trust Multi Cap Value AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.75% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0178 | 7.63 | |
| 0.8853 | 358.57 | |
| 0.1444 | 38.80 | |
| 0.0061 | 11.11 | |
| 0.0194 | 9.23 | |
| 0.9769 | 394.70 |
Estimation Period:
May 23, 2007 to Feb 6, 2026
May 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Multi Cap Value AlphaDEX Fund Analyses
Other MF2-GARCH Analyses on ETFs