First Trust MultiCap Growth AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.60% (+6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3777 | 8.64 | |
| 0.1000 | 7.97 | |
| 0.8711 | 52.65 | |
| 0.0084 | 4.22 |
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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