First Trust Europe AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.06% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0420 | 4.19 | |
| 0.8320 | 183.05 | |
| 0.1295 | 11.70 | |
| 0.0018 | 1.20 | |
| 0.0019 | 2.42 | |
| 0.9966 | 528.73 |
Estimation Period:
Apr 26, 2011 to Feb 6, 2026
Apr 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Europe AlphaDEX Fund Analyses
Other MF2-GARCH Analyses on ETFs