First Trust Europe AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.40% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 11.64 | |
| 0.0319 | 4.03 | |
| 0.8899 | 180.40 | |
| 0.1015 | 7.96 |
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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