First Trust Multi Cap Value AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.11% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5947 | 5.31 | |
| 0.0993 | 7.62 | |
| 0.8818 | 63.47 | |
| 0.0123 | 4.30 |
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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