First Trust Europe AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.54% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1397 | 6.22 | |
| 0.1137 | 4.16 | |
| 0.8188 | 28.99 | |
| 0.0464 | 3.46 | |
| -0.0653 | -2.62 |
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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