First Trust Eurozone AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.34% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1142 | 5.20 | |
| 0.1174 | 4.96 | |
| 0.8330 | 30.34 | |
| 0.0041 | 0.53 |
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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