First Trust China AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.50% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 9.02 | |
| 0.1372 | 15.34 | |
| 0.9592 | 287.97 | |
| -0.0725 | -6.66 |
Estimation Period:
Apr 22, 2011 to Feb 6, 2026
Apr 22, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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