First Trust MultiCap Growth AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.90% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 12.37 | |
| 0.0013 | 0.39 | |
| 0.8948 | 254.70 | |
| 0.1484 | 23.36 |
Estimation Period:
May 11, 2007 to Feb 6, 2026
May 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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