First Trust China AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.23% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1555 | 5.45 | |
| 0.0809 | 5.21 | |
| 0.8843 | 42.05 | |
| 0.0050 | 1.09 |
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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