First Trust Europe AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.43% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 10.73 | |
| 0.0886 | 14.57 | |
| 0.8882 | 142.32 |
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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