First Trust Eurozone AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.01% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0944 | 6.36 | |
| 0.1173 | 4.98 | |
| 0.8333 | 30.61 | |
| 0.0024 | 1.07 |
Estimation Period:
Oct 27, 2014 to Feb 6, 2026
Oct 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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