First Trust China AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.09% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0378 | 5.25 | |
| 0.7782 | 67.37 | |
| 0.1091 | 13.62 | |
| 1.4154 | 0.30 | |
| 0.4451 | 0.30 | |
| 0.0000 | 0.00 |
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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