First Trust China AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 13.94 | |
| 0.0351 | 5.67 | |
| 0.8837 | 167.59 | |
| 0.0850 | 6.13 |
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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