First Trust Europe AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.35% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 3.57 | |
| 0.1227 | 9.88 | |
| 0.9693 | 287.10 | |
| -0.1154 | -11.07 |
Estimation Period:
Apr 26, 2011 to Feb 6, 2026
Apr 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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